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?