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Computing

, Volume 95, Issue 4, pp 309–326 | Cite as

An efficient implementation of Bailey and Borwein’s algorithm for parallel random number generation on graphics processing units

  • Gleb BeliakovEmail author
  • Michael Johnstone
  • Doug Creighton
  • Tim Wilkin
Article
  • 266 Downloads

Abstract

Pseudorandom number generators are required for many computational tasks, such as stochastic modelling and simulation. This paper investigates the serial and parallel implementation of a Linear Congruential Generator for Graphics Processing Units (GPU) based on the binary representation of the normal number \(\alpha _{2,3}\). We adapted two methods of modular reduction which allowed us to perform most operations in 64-bit integer arithmetic, improving on the original implementation based on 106-bit double-double operations, which resulted in four-fold increase in efficiency. We found that our implementation is faster than existing methods in literature, and our generation rate is close to the limiting rate imposed by the efficiency of writing to a GPU’s global memory.

Keywords

GPU Random number generation Normal numbers 

Mathematics Subject Classification

11K45 65C10 68W10 65Y05 

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Copyright information

© Springer-Verlag Wien 2012

Authors and Affiliations

  • Gleb Beliakov
    • 1
    Email author
  • Michael Johnstone
    • 2
  • Doug Creighton
    • 2
  • Tim Wilkin
    • 1
  1. 1.School of Information TechnologyDeakin UniversityBurwoodAustralia
  2. 2.Centre for Intelligent Systems ResearchDeakin UniversityGeelongAustralia

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