GASPRNG: GPU accelerated scalable parallel random number generator library
Description
Abstract Graphics processors represent a promising technology for accelerating computational science applications. Many computational science applications require fast and scalable random number generation with good statistical properties, so they use the Scalable Parallel Random Number Generators library (SPRNG). We present the GPU Accelerated SPRNG library (GASPRNG) to accelerate SPRNG in GPU-based high performance computing systems. GASPRNG includes code for a host CPU and CUDA code for execution o... Title of program: GASPRNG Catalogue Id: AEOI_v1_0 Nature of problem Many computational science applications are able to consume large numbers of random numbers. For example, Monte Carlo simulations are able to consume limitless random numbers for the computation as long as resources for the computing are supported. Moreover, parallel computational science applications require independent streams of random numbers to attain statistically significant results. The SPRNG library provides this capability, but at a significant computational cost. The GASPRNG library p ... Versions of this program held in the CPC repository in Mendeley Data AEOI_v1_0; GASPRNG; 10.1016/j.cpc.2012.12.001 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2018)