Skip to main content Accessibility help
×
Hostname: page-component-78c5997874-v9fdk Total loading time: 0 Render date: 2024-11-02T22:07:55.088Z Has data issue: false hasContentIssue false

6 - Monte Carlo Applications

Published online by Cambridge University Press:  04 May 2022

Richard Ansorge
Affiliation:
University of Cambridge
Get access

Summary

Chapter 6 explains the CUDA random number generators provided by the cuRAND library. The CUDA XORWOW generator was found to be the fastest generator in the cuRAND library. The classic calculation of pi by generating random numbers inside a square is used as a test case for the various possibilities on both host CPU and the GPU. A kernel using separate generators for each thread is able to generate about1012 random numbers per second and is about 20 000 times faster than the simplest host CPU version running on a single core. The inverse transform method for generating random numbers from any distribution is explained. A 3D Ising model calculation is presented as a more interesting application of random numbers.The Ising example has a simple interactive GUI based on OpenCV.

Type
Chapter
Information
Programming in Parallel with CUDA
A Practical Guide
, pp. 178 - 208
Publisher: Cambridge University Press
Print publication year: 2022

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

Save book to Kindle

To save this book to your Kindle, first ensure coreplatform@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about saving to your Kindle.

Note you can select to save to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be saved to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

Find out more about the Kindle Personal Document Service.

Available formats
×

Save book to Dropbox

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Dropbox.

Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

Available formats
×