Random Number Generator in CUDA

Question

I\'ve struggled with this all day, I am trying to get a random number generator for threads in my CUDA code. I have looked through all forums and yes this topic comes up a

Answer 1

For anyone interested, you can now do it via cuRAND.

Answer 2

The best way for this is writing your own device function , here is the one

void RNG()
{   
    unsigned int m_w = 150;
    unsigned int m_z = 40;

    for(int i=0; i < 100; i++)
    {
        m_z = 36969 * (m_z & 65535) + (m_z >> 16);
        m_w = 18000 * (m_w & 65535) + (m_w >> 16);

        cout <<(m_z << 16) + m_w << endl;  /* 32-bit result */
    }
}

It'll give you 100 random numbers with 32 bit result.

If you want some random numbers between 1 and 1000, you can also take the result%1000, either at the point of consumption, or at the point of generation:

((m_z << 16) + m_w)%1000

Changing m_w and m_z starting values (in the example, 150 and 40) allows you to get a different results each time. You can use threadIdx.x as one of them, which should give you different pseudorandom series each time.

I wanted to add that it works 2 time faster than rand() function, and works great ;)

Answer 3

You could try out Mersenne Twister for GPUs

It is based on SIMD-oriented Fast Mersenne Twister (SFMT) which is a quite fast and reliable random number generator. It passes Marsaglias DIEHARD tests for Random Number Generators.

Answer 4

I think any discussion of this question needs to answer Zenna's orginal request and that is for a thread level implementation. Specifically a device function that can be called from within a kernel or thread. Sorry if I overdid the "in bold" phrases but I really think the answers so far are not quite addressing what is being sought here.

The cuRAND library is your best bet. I appreciate that people are wanting to reinvent the wheel (it makes one appreciate and more properly use 3rd party libraries) but high performance high quality number generators are plentiful and well tested. The best info I can recommend is on the documentation for the GSL library on the different generators here:http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html

For any serious code it is best to use one of the main algorithms that mathematicians/computer-scientists have into the ground over and over looking for systemic weaknesses. The "mersenne twister" is something with a period (repeat loop) on the order of 10^6000 (MT19997 algorithm means "Mersenne Twister 2^19997") that has been especially adapted for Nvidia to use at a thread level within threads of the same warp using thread id calls as seeds. See paper here:http://developer.download.nvidia.com/compute/cuda/2_2/sdk/website/projects/MersenneTwister/doc/MersenneTwister.pdf. I am actually working to implement somehting using this library and IF I get it to work properly I will post my code. Nvidia has some examples at their documentation site for the current CUDA toolkit.

NOTE: Just for the record I do not work for Nvidia, but I will admit their documentation and abstraction design for CUDA is something I have so far been impressed with.

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Answer 5

There's an MDGPU package (GPL) which includes an implementation of the GNU rand48() function for CUDA here.

I found it (quite easily, using Google, which I assume you tried :-) on the NVidia forums here.

Answer 6

In case you're using cuda.jit in Numba for Python, this Random number generator is useful.