Pseudo-random number generators for Monte Carlo simulations on ATI Graphics Processing Units.
Vadim DemchikPublished in: Comput. Phys. Commun. (2011)
Keyphrases
- monte carlo simulation
- graphics processing units
- pseudo random number generators
- random number
- random number generators
- random numbers
- markov chain
- general purpose
- monte carlo
- parallel processing
- parallel computing
- gpu implementation
- pseudorandom
- parallel implementation
- computing systems
- real time
- massively parallel
- uniformly distributed
- efficient implementation
- floating point
- compute unified device architecture
- variance reduction
- graphics processors
- high performance computing
- machine learning