Pseudo-random number generators for Monte Carlo simulations on Graphics Processing Units

Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX and Mersenne Twister (MT19937)) on CPU and GPU are discussed. The obtained speed-up factor is hundreds of times in comparison with CPU. RANLUX generator is found to be the most appropriate for using on GPU in Monte Carlo simulations. The brief review of the pseudo-random number generators used in modern software packages for Monte Carlo simulations in high-energy physics is present.Comment: 31 pages, 9 figures, 3 table

Index to NASA Tech Briefs, 1975

This index contains abstracts and four indexes--subject, personal author, originating Center, and Tech Brief number--for 1975 Tech Briefs

Efficient computer search of large-order multiple recursive pseudo-random number generators

AbstractUtilizing some results in number theory, we propose an efficient method to speed up the computer search of large-order maximum-period Multiple Recursive Generators (MRGs). We conduct the computer search and identify many efficient and portable MRGs of order up to 25,013, which have the equi-distribution property in up to 25,013 dimensions and the period lengths up to 10233,361 approximately. In addition, a theoretical test is adopted to further evaluate and compare these generators. An extensive empirical study shows that these generators behave well when tested with the stringent Crush battery of the test package TestU01

EFFICIENT COMPUTER SEARCH FOR MULTIPLE RECURSIVE GENERATORS

Pseudo-random numbers (PRNs) are the basis for almost any statistical simulation and thisdepends largely on the quality of the pseudo-random number generator(PRNG) used. In this study, we used some results from number theory to propose an efficient method to accelerate the computer search of super-order maximum period multiple recursive generators (MRGs). We conduct efficient computer searches and successfully found prime modulus p, and the associated order k; (k = 40751; k = 50551; k = 50873) such that R(k; p) is a prime. Using these values of ks, together with the generalized Mersenne prime algorithm, we found and listed many efficient, portable, and super-order MRGs with period lengths of approximately 10e 380278.1;10e 471730.6; and 10e 474729.3. In other words, using the generalized Mersenne prime algorithm, we extended some known results of some efficient, portable, and maximum period MRGs. In particular, the DX/DL/DS/DT large order generators are extended to super-order generators.For r k, super-order generators in MRG(k,p) are quite close to an ideal generator. Forr \u3e k; the r-dimensional points lie on a relatively small family of equidistant parallel hyperplanesin a high dimensional space. The goodness of these generators depend largely on the distance between these hyperplanes. For LCGs, MRGs, and other generators with lattice structures, the spectral test, which is a theoretical test that gives some measure of uniformity greater than the order k of the MRG, is the most perfect figure of merit. A drawback of the spectral test is its computational complexity. We used a simple and intuitive method that employs the LLL algorithm, to calculate the spectral test. Using this method, we extended the search for better DX-k-s-t farther than the known value of k = 25013: In particular, we searched and listed better super-order DX-k-s-t generators for k = 40751; k = 50551, and k = 50873.Finally, we examined, another special class of MRGs with many nonzero terms known as the DW-k generator. The DW-k generators iteration can be implemented efficiently and in parallel, using a k-th order matrix congruential generator (MCG) sharing the same characteristic polynomial. We extended some known results, by searching for super-order DW-k generators, using our super large k values that we obtained in this study. Using extensive computer searches, we found and listed some super-order, maximum period DW(k; A, B, C, p = 2e 31 - v) generators

Heater Control for Thermionic Power Generation

The purpose of this report is to detail the conceptualization, analysis, budget, manufacturing, and assembly the heater for a thermionic energy converter for portable energy generation. This proof of concept will be created to provide a full thermionic energy converter with a reliable and satisfactory heater than can be used in future systems. The report highlights the feasibility and realities in the design and fabrication of the system

Mixing multi-core CPUs and GPUs for scientific simulation software

Recent technological and economic developments have led to widespread availability of multi-core CPUs and specialist accelerator processors such as graphical processing units (GPUs). The accelerated computational performance possible from these devices can be very high for some applications paradigms. Software languages and systems such as NVIDIA's CUDA and Khronos consortium's open compute language (OpenCL) support a number of individual parallel application programming paradigms. To scale up the performance of some complex systems simulations, a hybrid of multi-core CPUs for coarse-grained parallelism and very many core GPUs for data parallelism is necessary. We describe our use of hybrid applica- tions using threading approaches and multi-core CPUs to control independent GPU devices. We present speed-up data and discuss multi-threading software issues for the applications level programmer and o er some suggested areas for language development and integration between coarse-grained and ne-grained multi-thread systems. We discuss results from three common simulation algorithmic areas including: partial di erential equations; graph cluster metric calculations and random number generation. We report on programming experiences and selected performance for these algorithms on: single and multiple GPUs; multi-core CPUs; a CellBE; and using OpenCL. We discuss programmer usability issues and the outlook and trends in multi-core programming for scienti c applications developers

A Comparative Study of Some Pseudorandom Number Generators

We present results of an extensive test program of a group of pseudorandom number generators which are commonly used in the applications of physics, in particular in Monte Carlo simulations. The generators include public domain programs, manufacturer installed routines and a random number sequence produced from physical noise. We start by traditional statistical tests, followed by detailed bit level and visual tests. The computational speed of various algorithms is also scrutinized. Our results allow direct comparisons between the properties of different generators, as well as an assessment of the efficiency of the various test methods. This information provides the best available criterion to choose the best possible generator for a given problem. However, in light of recent problems reported with some of these generators, we also discuss the importance of developing more refined physical tests to find possible correlations not revealed by the present test methods.Comment: University of Helsinki preprint HU-TFT-93-22 (minor changes in Tables 2 and 7, and in the text, correspondingly

Design, Search and Implementation of Improved Large Order Multiple Recursive Generators and Matrix Congruential Generators

Large order, maximum period multiple recursive generators (MRGs) with few nonzero terms (e.g., DX-k-s generators) have become popular in the area of computer simulation. They are efficient, portable, have a long period, and have the nice property of high-dimensional equi-distribution. The latter two properties become more advantageous as k increases. The performance on the spectral test, a theoretical test that provides some measure of uniformity in dimensions beyond the MRG\u27s order k, could be improved by choosing multipliers that yield a better spectral test value. We propose a new method to compute the spectral test which is simple, intuitive, and efficient for some special classes of large order MRGs. Using this procedure, we list \u27\u27better\u27\u27 FMRG-k and DX-k-s generators with respect to performance on the spectral test. Even so, MRGs with few nonzero terms do not perform as well with respect to the spectral test as MRGs with many nonzero terms. However, MRGs with many nonzero terms can be inefficient or lack a feasible parallelization method, i.e., a method of producing substreams of (pseudo) random numbers that appear independent. To implement these MRGs efficiently and in parallel, we can use an equivalent recursion from another type of generator, the matrix congruential generator (MCG), a k-dimensional generalization of a first order linear recursion where the multipliers are embedded in a k by k matrix. When MRGs are used to construct MCGs and the recursion of the MCG is implemented k at a time for a k-dimensional vector sequence, then the MCG mimics k copies of a MRG in parallel with different starting seeds. Therefore, we propose a method for efficiently finding MRGs with many nonzero terms from an MRG with few nonzero terms and then give an efficient and parallel MCG implementation of these MRGs with many nonzero terms. This method works best for moderate order k. For large order MRGs with many nonzero terms, we propose a special class called DW-k. This special class has a characteristic polynomial that yields many nonzero terms and corresponds to an efficient and parallel MCG implementation