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1 results

  • 6 - Monte Carlo Applications

  • Richard Ansorge, University of Cambridge
  • Book:
    Programming in Parallel with CUDA
    Published online:
    04 May 2022
    Print publication:
    02 June 2022, pp 178-208

  • Summary

    Chapter 6 explains the CUDA random number generators provided by the cuRAND library. The CUDA XORWOW generator was found to be the fastest generator in the cuRAND library. The classic calculation of pi by generating random numbers inside a square is used as a test case for the various possibilities on both host CPU and the GPU. A kernel using separate generators for each thread is able to generate about1012 random numbers per second and is about 20 000 times faster than the simplest host CPU version running on a single core. The inverse transform method for generating random numbers from any distribution is explained. A 3D Ising model calculation is presented as a more interesting application of random numbers.The Ising example has a simple interactive GUI based on OpenCV.