Random number generation with multiple streams for sequential and parallel computing

International audienceWe provide a review of the state of the art on the design and implementation of random number generators (RNGs) for simulation, on both sequential and parallel computing environments. We focus on the need for multiple streams and substreams of random numbers, explain how they can be constructed and managed, review software libraries that offer them, and illustrate their usefulness via examples. We also review the basic quality criteria for good random number generators and their theoretical and empirical testing

Solving the DNA fragment assembly problem with a parallel discrete firefly algorithm implemented on GPU

The Deoxyribonucleic Acid Fragment Assembly Problem (DNA-FAP) consists in reconstructing a DNA chain from a set of fragments taken randomly. This problem represents an important step in the genome project. Several authors are proposed different approaches to solve the DNA-FAP. In particular, nature-inspired algorithms have been used for its resolution. Even they were obtaining good results; its computational time associated is high. The bio-inspired algorithms are iterative search processes that can explore and exploit efficiently the solution space. Firefly Algorithm is one of the recent evolutionary computing models which is inspired by the flashing light behaviour of fireflies. Recently, the Graphics Processing Units (GPUs) technology are emerge as a novel environment for a parallel implementation and execution of bio-inspired algorithms. Therefore, the use of GPU-based parallel computing it is possible as a complementary tool to speed-up the search. In this work, we design and implement a Discrete Firefly Algorithm (DFA) on a GPU architecture in order to speed-up the search process for solving the DNA Fragment Assembly Problem. Through several experiments, the efficiency of the algorithm and the quality of the results are demonstrated with the potential to applied for longer sequences or sequences of unknown length as well.Fil: Vidal, Pablo Javier. Universidad Nacional de la Patagonia Austral. Unidad Académica Caleta Olivia. Departamento de Ciencias Exactas y Naturales; Argentina. Universidad Nacional de la Patagonia Austral. Centro de Investigaciones y Transferencia Golfo San Jorge. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro de Investigaciones y Transferencia Golfo San Jorge. Universidad Nacional de la Patagonia "San Juan Bosco". Centro de Investigaciones y Transferencia Golfo San Jorge; ArgentinaFil: Olivera, Ana Carolina. Universidad Nacional de la Patagonia Austral. Centro de Investigaciones y Transferencia Golfo San Jorge. Consejo Nacional de Investigaciones Científicas y Técnicas. Centro de Investigaciones y Transferencia Golfo San Jorge. Universidad Nacional de la Patagonia "San Juan Bosco". Centro de Investigaciones y Transferencia Golfo San Jorge; Argentina. Universidad Nacional de la Patagonia Austral. Unidad Académica Caleta Olivia. Departamento de Ciencias Exactas y Naturales; Argentin

Pseudo-Random Number Generators for Vector Processors and Multicore Processors

Large scale Monte Carlo applications need a good pseudo-random number generator capable of utilizing both the vector processing capabilities and multiprocessing capabilities of modern computers in order to get the maximum performance. The requirements for such a generator are discussed. New ways of avoiding overlapping subsequences by combining two generators are proposed. Some fundamental philosophical problems in proving independence of random streams are discussed. Remedies for hitherto ignored quantization errors are offered. An open source C++ implementation is provided for a generator that meets these needs

Evaluation of pseudo-random number generation on GPU cards

Monte Carlo methods rely on sequences of random numbers to obtain solutions to many problems in science and engineering. In this work, we evaluate the performance of different pseudo-random number generators (PRNGs) of the Curand library on a number of modern Nvidia GPU cards. As a numerical test, we generate pseudo-random number (PRN) sequences and obtain non-uniform distributions using the acceptance-rejection method. We consider GPU, CPU, and hybrid CPU/GPU implementations. For the GPU, we additionally consider two different implementations using the host and device application programming interfaces (API). We study how the performance depends on implementation parameters, including the number of threads per block and the number of blocks per streaming multiprocessor. To achieve the fastest performance, one has to minimize the time consumed by PRNG seed setup and state update. The duration of seed setup time increases with the number of threads, while PRNG state update decreases. Hence, the fastest performance is achieved by the optimal balance of these opposing effects