Variants of Mersenne Twister Suitable for Graphic Processors

Variants of Mersenne Twister Suitable for Graphic Processors
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DOI:
10.1145/2427023.2427029
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发表时间:
2010-05
期刊:
ACM Trans. Math. Softw.
影响因子:
--
通讯作者:
Mutsuo Saito;M. Matsumoto
Mutsuo Saito;M. Matsumoto
中科院分区:
其他
文献类型:
--
作者:
Mutsuo Saito;M. Matsumoto

文献摘要

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本文提出了一种用于图形处理器的伪随机数生成器--Mersenne Twister(MTGP),用于图形处理单元(GPU)的高效生成。该协议支持11213位等大状态,并利用GPU的高度并行性并行计算多步递归运算。第二个方案是MTGP的参数集生成器,称为MTGP动态创建器(MTGPDC)。MTGPDC创建多达232个不同的参数集,以生成具有高维一致性的序列。此功能适用于大型GPU网格,其中每个GPU需要单独的随机数流。MTGP基于二元域上的线性递归,比Mersenne Twister伪随机数发生器具有更好的高维均匀分布。
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.