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Access Type

WSU Access

Date of Award

January 2012

Degree Type

Thesis

Degree Name

M.S.

Department

Computer Science

First Advisor

Loren Schwiebert

Abstract

Abstract

EFFICIENT RANDOM NUMBER GENERATION

FOR

FERMI CLASS GPUs

by

NIRODHA ABEYWARDANA

JAN 2012

Advisor: Dr. Loren Schwiebert

Major: Computer Science

Degree: Master of Science

High quality pseudorandom number generators are very important in computational science

applications such as Monte Carlo simulations in order to achieve quality results. As large-scale

Monte Carlo computation consumes large amounts of computational power, there has been much

research on modern Graphics Processing Units to improve efficiency. Parallel portions of computationally

intensive algorithms can be programmed on GPUs using Compute Unified Device

Architecture (CUDA) on NVIDIA GPUs.

Applicability of existing random number generators on Monte Carlo simulations that runs on

the GPU is limited as the transfer of generated random numbers from CPU to GPU is costly. We

propose E-MTGP, which is Mersenne Twister based random number generator that runs faster on

the GPU.We evaluate the performance of E-MTGP and show how we can use this for both type of

applications that run on GPU and CPU.

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