Parallel GPU-accelerated recursion-based generators of pseudorandom numbers
Przemysław Stpiczyński, Dominik Szałkowski, Joanna Potiopa · 2012
The aim of the paper is to show how to design fast parallel algorithms for linear congruential and lagged Fibonacci pseudorandom numbers generators. The new algorithms employ the divide-and-conquer approach for solving linear recurrence systems and can be easily implemented on GPU-accelerated hybrid systems using CUDA or OpenCL. Numerical experiments performed on a computer system with modern Fermi GPU show that they achieve good speedup in comparison to the standard CPU-based sequential algorithms.