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PRAND: GPU accelerated parallel random number generation library: Using most reliable algorithms and applying parallelism of modern GPUs and CPUs

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posted on 06.12.2019 by L.Yu. Barash, L.N. Shchur
Abstract The library PRAND for pseudorandom number generation for modern CPUs and GPUs is presented. It contains both single-threaded and multi-threaded realizations of a number of modern and most reliable generators recently proposed and studied in Barash (2011), Matsumoto and Tishimura (1998), L'Ecuyer (1999,1999), Barash and Shchur (2006) and the efficient SIMD realizations proposed in Barash and Shchur (2011). One of the useful features for using PRAND in parallel simulations is the ability to ini... Title of program: PRAND Catalogue Id: AESB_v1_0 Nature of problem Any calculation requiring uniform pseudorandom number generator, in particular, Monte Carlo calculations. Any calculation or simulation requiring uncorrelated parallel streams of uniform pseudorandom numbers. Versions of this program held in the CPC repository in Mendeley Data AESB_v1_0; PRAND; 10.1016/j.cpc.2014.01.007 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)

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