%0 Journal Article
%T High-Performance Pseudo-Random Number Generation on Graphics Processing Units
%A Nimalan Nandapalan
%A Richard P. Brent
%A Lawrence M. Murray
%A Alistair Rendell
%J Computer Science
%D 2011
%I arXiv
%X This work considers the deployment of pseudo-random number generators (PRNGs) on graphics processing units (GPUs), developing an approach based on the xorgens generator to rapidly produce pseudo-random numbers of high statistical quality. The chosen algorithm has configurable state size and period, making it ideal for tuning to the GPU architecture. We present a comparison of both speed and statistical quality with other common parallel, GPU-based PRNGs, demonstrating favourable performance of the xorgens-based approach.
%U http://arxiv.org/abs/1108.0486v1