Maximally equidistributed combined Tausworthe generators
Mathematics of Computation
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
Mersenne twister: a 623-dimensionally equidistributed uniform pseudo-random number generator
ACM Transactions on Modeling and Computer Simulation (TOMACS) - Special issue on uniform random number generation
Improved long-period generators based on linear recurrences modulo 2
ACM Transactions on Mathematical Software (TOMS)
GPGPU: general-purpose computation on graphics hardware
Proceedings of the 2006 ACM/IEEE conference on Supercomputing
TestU01: A C library for empirical testing of random number generators
ACM Transactions on Mathematical Software (TOMS)
Maximally equidistributed pseudorandom number generators via linear output transformations
Mathematics and Computers in Simulation
Efficient Jump Ahead for F2-Linear Random Number Generators
INFORMS Journal on Computing
A fast high quality pseudo random number generator for nVidia CUDA
Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers
Mersenne Twister Random Number Generation on FPGA, CPU and GPU
AHS '09 Proceedings of the 2009 NASA/ESA Conference on Adaptive Hardware and Systems
Pseudo-Random Number Generation on GP-GPU
PADS '11 Proceedings of the 2011 IEEE Workshop on Principles of Advanced and Distributed Simulation
Distribution of Random Streams in Stochastic Models in the Age of Multi-Core and Manycore Processors
PADS '11 Proceedings of the 2011 IEEE Workshop on Principles of Advanced and Distributed Simulation
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WHPCF '13 Proceedings of the 6th Workshop on High Performance Computational Finance
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This article proposes a type of pseudorandom number generator, Mersenne Twister for Graphic Processor (MTGP), for efficient generation on graphic processessing units (GPUs). MTGP supports large state sizes such as 11213 bits, and uses the high parallelism of GPUs in computing many steps of the recursion in parallel. The second proposal is a parameter-set generator for MTGP, named MTGP Dynamic Creator (MTGPDC). MTGPDC creates up to 232 distinct parameter sets which generate sequences with high-dimensional uniformity. This facility is suitable for a large grid of GPUs where each GPU requires separate random number streams. MTGP is based on linear recursion over the two-element field, and has better high-dimensional equidistribution than the Mersenne Twister pseudorandom number generator.