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17662749
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2013-07-15T19:56:34.157
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2013-07-15T19:56:34.157
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I think any discussion of this question needs to answer Zenna's orginal request and that is for a thread level implementation. Specifically a device function that can be called from within a kernel or thread. Sorry if I overdid the "in bold" phrases but I really think the answers so far are not quite addressing what is being sought here. The cuRAND library is your best bet. I appreciate that people are wanting to reinvent the wheel (it makes one appreciate and more properly use 3rd party libraries) but high performance high quality number generators are plentiful and well tested. The best info I can recommend is on the documentation for the GSL library on the different generators here:<a href="http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html" rel="nofollow">http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html</a> For any serious code it is best to use one of the main algorithms that mathematicians/computer-scientists have into the ground over and over looking for systemic weaknesses. The "mersenne twister" is something with a period (repeat loop) on the order of 10^6000 (MT19997 algorithm means "Mersenne Twister 2^19997") that has been especially adapted for Nvidia to use at a thread level within threads of the same warp using thread id calls as seeds. See paper here:<a href="http://developer.download.nvidia.com/compute/cuda/2_2/sdk/website/projects/MersenneTwister/doc/MersenneTwister.pdf" rel="nofollow">http://developer.download.nvidia.com/compute/cuda/2_2/sdk/website/projects/MersenneTwister/doc/MersenneTwister.pdf</a>. I am actually working to implement somehting using this library and IF I get it to work properly I will post my code. Nvidia has some examples at their documentation site for the current CUDA toolkit. NOTE: Just for the record I do not work for Nvidia, but I will admit their documentation and abstraction design for CUDA is something I have so far been impressed with. <hr>
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1. PORandom Number Generator in CUDA
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1. USopetrenko
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