Generating random numbers: CPU vs GPU, which currently wins?

Question

I\'ve been working on a physics simulations requiring the generation of a large amount of random numbers (at least 10^13 if you want an idea). I\'ve been using the C++11 imp

Answer 1

If you have a new enough Intel CPU (IvyBridge or newer), you can use the RDRAND instruction.

This can be used via the _rdrand16_step(), _rdrand32_step() and _rdrand64_step() intrinsic functions.

Available via VS2012/13, Intel compiler and gcc.

The generated random number is originally seeded on a real random number. Designed for NIST SP 800-90A compliance, its randomness is very high.

Some numbers for reference:

On an IvyBridge dual core laptop with HT (2.3GHz), 2^32 (4 Gigs) random 32bit numbers took 5.7 seconds for single thread and 1.7 seconds with OpenMP.