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technical-note

A fast high quality pseudo random number generator for nVidia CUDA

Published:08 July 2009Publication History

ABSTRACT

Previously either due to hardware GPU limits or older versions of software, careful implementation of PRNGs was required to make good use of the limited numerical precision available on graphics cards. Newer nVidia G80 and Tesla hardware support double precision. This is available to high level programmers via CUDA. This allows a much simpler C++ implementation of Park-Miller random numbers, which provides a four fold speed up compared to an earlier GPU implementation. Code is available via http://www.cs.ucl.ac.uk/staff/W.Langdon/ftp/gp-code/random-numbers/cuda_park-miller.tar.gz

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            cover image ACM Conferences
            GECCO '09: Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers
            July 2009
            1760 pages
            ISBN:9781605585055
            DOI:10.1145/1570256

            Copyright © 2009 ACM

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            Association for Computing Machinery

            New York, NY, United States

            Publication History

            • Published: 8 July 2009

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