图形处理器上的蒙特卡罗模拟用伪随机数发生器
Pseudo-random number generators for Monte Carlo simulations on Graphics Processing Units
摘要:
基本的均匀伪随机数发生器是在ATI图形处理器(GPU)上实现的。讨论了在CPU和GPU上实现的生成器(乘性线性同余(GGL)、异或移位(XOR 128)、RANECU、RANMAR、RANLUX和Mersenne Twister(MT19937))的性能结果。所获得的加速因子是CPU的数百倍。在蒙特卡罗模拟中,RANLUX生成器是最适合在GPU上使用的生成器。简要介绍了高能物理中蒙特卡罗模拟软件包中所使用的伪随机数发生器。
英文摘要:
Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX and Mersenne Twister (MT19937)) on CPU and GPU are discussed. The obtained speed-up factor is hundreds of times in comparison with CPU. RANLUX generator is found to be the most appropriate for using on GPU in Monte Carlo simulations. The brief review of the pseudo-random number generators used in modern software packages for Monte Carlo simulations in high-energy physics is present.
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