Showing posts with label random number. Show all posts
Showing posts with label random number. Show all posts

March 3, 2011

Random number generators on GPU

Almost every simulation requires random numbers generation (RNG) for achieving accurate results. In my simulations I used 2 RNGs. MersenneTwister - has a very long period and can be used in simulations that are supposed to be running for a long time, and XOR128 - extremely fast RNG, however its period is not as large as MerseneTwister's one. I created a small library that contains 3 RNGs: MersenneTwister, XOR128 and Tausworthe generator.