Hi all,
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 [1],[2].
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?
Thanks,
Kip
[1]
[url=“http://arxiv.org/pdf/0709.3225v1”]http://arxiv.org/pdf/0709.3225v1[/url]
[url=“http://www.amolf.nl/~vanmeel/mdgpu/download.html”]http://www.amolf.nl/~vanmeel/mdgpu/download.html[/url]
[2]
[url=“http://forums.nvidia.com/index.php?showtopic=31159&pid=247608&mode=threaded&show=&st=20&#entry247608”]http://forums.nvidia.com/index.php?showtop...20&#entry247608[/url]