Hi, I have to generate PATH_N normal distributed numbers on GPU.
sdk has a sample for this: MersenneTwister’s RandomGPU (for uniform) followed by BoxMullerGPU (for normal).
the sdk sample Monte Carlo also shows how to use this.
But above 2 functions involve MT_RNG_COUNT, whose meaning hasn’t been given. It’s defined as 4096. My question: Can I also use 4096 for my code?
ps. another parameter is
const int N_PER_RNG = iAlignUp(iDivUp(PATH_N, MT_RNG_COUNT), 2);
and RandomGPU ( )'s comment is
// Write MT_RNG_COUNT vertical lanes of NPerRng random numbers to *d_Random.
ps2. Actually I am to generate an American put option price matrix: Mat[WxH]. As I learn from MonteCarlo sample, I should let PATH_N = WxH, right? Thanks!