MonteCarlo and Random Number Generator

Accelerated Computing CUDA CUDA Programming and Performance
1

Hi, we need to convert a c# montecarlo simulation into GPU version.

In terms of the Random Number Generator, we need each thread to have its own RNG to generate a unique random number each time it is called.

I have tried to read throught the montecarlo samples from the SDK. It seems they all generated the random numbers before the simulation starts.

Our application need to call the generator to return a random number while doing the simluaton.

Is there a library of GUDA RNG doing that?

Thanks

2

Anyone can help?

Thanks

3

Anyone can help?

Thanks

4

Take a look at Thrust [1]; specifically the Monte Carlo examples [2,3].

[1] http://thrust.googlecode.com

[2] http://code.google.com/p/thrust/source/bro…/monte_carlo.cu

[3] http://code.google.com/p/thrust/source/bro…nt_sequences.cu

5

Take a look at Thrust [1]; specifically the Monte Carlo examples [2,3].

[1] http://thrust.googlecode.com

[2] http://code.google.com/p/thrust/source/bro…/monte_carlo.cu

[3] http://code.google.com/p/thrust/source/bro…nt_sequences.cu

6

Thanks. We will give it a try.

7

Thanks. We will give it a try.

8

There is a discussion about generating PRNG in
[url=“The Official NVIDIA Forums | NVIDIA”]The Official NVIDIA Forums | NVIDIA
Bill

9

There is a discussion about generating PRNG in
[url=“The Official NVIDIA Forums | NVIDIA”]The Official NVIDIA Forums | NVIDIA
Bill

10

Hi,

“How good” does your RNG have to be? I use a quick and dirty version, which is good enough in my case, because the MC-part is asynchronous and the low period of the RNG isn’t important.

Philipp

11

Hi,

“How good” does your RNG have to be? I use a quick and dirty version, which is good enough in my case, because the MC-part is asynchronous and the low period of the RNG isn’t important.

Philipp

12

Last sdk contains libriries for rng.

13

Last sdk contains libriries for rng.