Pseudo-random number generators for Monte Carlo simulations on Graphics Processing Units

Abstract

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.

31 pages, 9 figures, 3 tables

References in corpus (17)

• PYTHIA 6.4 Physics and Manual
• PYTHIA 6.2 Physics and Manual
• HERWIG 6.5: an event generator for Hadron Emission Reactions With Interfering Gluons (including supersymmetric processes)
• ALPGEN, a generator for hard multiparton processes in hadronic collisions
• Matching NLO QCD computations and parton shower simulations
• The GENIE Neutrino Monte Carlo Generator
• Solving Lattice QCD systems of equations using mixed precision solvers on GPUs
• SHERPA 1.alpha, a proof-of-concept version
• ISAJET 7.37: A Monte Carlo Event Generator for $pp$, $\bar{p}p$, and $e^{+}{e}^{-}$ Interactions
• A Portable High-Quality Random Number Generator for Lattice Field Theory Simulations
• CompHEP - a package for evaluation of Feynman diagrams and integration over multi-particle phase space. User's manual for version 33
• Lattice QCD as a video game
• Multi-GPU Accelerated Multi-Spin Monte Carlo Simulations of the 2D Ising Model
• Phase diagram and critical behavior of the square-lattice Ising model with competing nearest- and next-nearest-neighbor interactions
• New tests of random numbers for simulations in physical systems
• Monte Carlo simulations on Graphics Processing Units
• From Monte Carlo Integration to Quantum Chromo Dynamics (an introduction)

Cited by in corpus (9)

• Random number generators for massively parallel simulations on GPU
• PRAND: GPU accelerated parallel random number generation library: Using most reliable algorithms and applying parallelism of modern GPUs and CPUs
• Anosov C-systems and random number generators
• Long range chromomagnetic fields at high temperature
• QCDGPU: open-source package for Monte Carlo lattice simulations on OpenCL-compatible multi-GPU systems
• Maximally Chaotic Dynamical Systems and Fundamental Interactions
• Spontaneous magnetization of a vacuum in the hot Universe and intergalactic magnetic fields
• The type of the phase transition and coupling values in λϕ^4 model
• Maximally chaotic dynamical systems of Anosov-Kolmogorov