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Demchik, Vadim

Pseudo-random number generators for Monte Carlo simulations on ATI graphics processing units. (English) Zbl 1217.65007

Comput. Phys. Commun. 182, No. 3, 692-705 (2011).
Summary: Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX and Mersenne Twister (MT19937)) on CPU and GPU are discussed. The obtained speed up factor is hundreds of times in comparison with CPU. RANLUX generator is found to be the most appropriate for using on GPU in Monte Carlo simulations. The brief review of the pseudo-random number generators used in modern software packages for Monte Carlo simulations in high-energy physics is presented.

Cited in 5 Documents

MSC:

65C10 Random number generation in numerical analysis
65C05 Monte Carlo methods
65Y15 Packaged methods for numerical algorithms
65Y20 Complexity and performance of numerical algorithms

Keywords:

numerical examples; algorithm; comparison of methods; performance; uniform pseudo-random number generators; Monte Carlo simulations

Software:

GENIE; ISAJet; SHERPA; MC@NLO; QUDA; ALPGEN; Chroma; FermiQCD; MersenneTwister; HERWIG 5.1; Diehard; GEANT4; RANLUX; CompHep
PDFBibTeX XMLCite
\textit{V. Demchik}, Comput. Phys. Commun. 182, No. 3, 692--705 (2011; Zbl 1217.65007)
Full Text: DOI arXiv

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