Using random numbers with GPUs

Question

I\'m investigating using nvidia GPUs for Monte-Carlo simulations. However, I would like to use the gsl random number generators and also a parallel random number generator such

Answer 1

Massive parallel random generation as you need it for GPUs is a difficult problem. This is an active research topic. You really have to be careful not only to have a good sequential random generator (these you find in the literature) but something that guarantees that they are independent. Pairwise independence is not sufficient for a good Monte Carlo simulation. AFAIK there is no good public domain code available.