I’d like to generate pseudo random numbers for a Monte Carlo application. Included in the CUDA SDK distribution is a Mersenne-Twister generator. There are also other random number generators available ,.
First question: I’d like to generate more random numbers than will fit in device memory. One Mersenne-Twister kernel call won’t be enough. Is it possible to “continue” the Mersenne-Twister sequence between kernel calls? If not, what is the recommended way to generate a lot of random numbers?
Second question: Is there any common wisdom about which pseudo RNG’s work well with CUDA?