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

My colleagues and I have a preprint, to appear in the SC11 conference that revisits an alternative technique for generating random numbers that is well-suited to GPUs. The idea is that the nth random number is:

x_n = f(n) 

In contrast to the conventional approach where

x_n = f(x_{n-1})

Source code is available, which implements several different generators. offering 2^64 or more streams, each with periods of 2^128 or more. All pass a wide assortment of tests (the TestU01 Crush and BigCrush suites) of both intra-stream and inter-stream statistical independence. The library also includes adapters that allow you to use our generators in a GSL framework.