rng.c File Reference

Functions for generating multiple streams of random numbers on the GPU. More...

#include <math.h>

Go to the source code of this file.

Functions
__device__ unsigned int	TausStep (unsigned int *seed, int S1, int S2, int S3, unsigned int M)
	Tausworth random number generator. More...
__device__ unsigned int	LCGStep (unsigned int *seed, unsigned int A, unsigned int C)
	Simple linear congruential random number generator. More...
__device__ float	hybrid_tausworth_rng (unsigned int *seed1, unsigned int *seed2, unsigned int *seed3, unsigned int *seed4)
	Hybrid combined Tausworth RNG. More...
__device__ __host__ unsigned int	mult_with_carry_rng (unsigned int *seed1, unsigned int *seed2)
	Multiply-with-carry RNG (George Marsaglia). More...
void	initialize_rng_seeds (unsigned int *seeds, unsigned int *meta_seed, int n)
	Generate seeds for n streams. More...
__device__ void	get_seed (unsigned int *seed, unsigned int *rng_state, int i, int n)
__device__ void	put_seed (unsigned int *seed, unsigned int *rng_state, int i, int n)
__device__ float	random_uniform (unsigned int *seed)
__device__ float	random_uniform_positive (unsigned int *seed)
template<typename T >
__device__ void	random_normal (T *z1, T *z2, unsigned int *seed)
	Box-Muller normal RNG. More...

Variables
const float	TWOPI = 6.283185307179586

Detailed Description

Functions for generating multiple streams of random numbers on the GPU.

Definition in file rng.c.

Function Documentation

__device__ void get_seed	(	unsigned int *	seed,
		unsigned int *	rng_state,
		int	i,
		int	n
	)

Definition at line 127 of file rng.c.

__device__ float hybrid_tausworth_rng	(	unsigned int *	seed1,
		unsigned int *	seed2,
		unsigned int *	seed3,
		unsigned int *	seed4
	)

Hybrid combined Tausworth RNG.

Notes

• Combined period is lcm(p1,p2,p3,p4)~ 2^121
• See http://http.developer.nvidia.com/GPUGems3/gpugems3_ch37.html

Definition at line 59 of file rng.c.

void initialize_rng_seeds	(	unsigned int *	seeds,
		unsigned int *	meta_seed,
		int	n
	)

Generate seeds for n streams.

Given a meta_seed (input), generate an array of seeds (one per intended rng stream).

Notes

• This creates seeds on host. They should typically then be copied to GPU in order to use.

Parameters

seeds	(out)
meta_seed	(in)
n	(in) number of seeds to generate

Definition at line 109 of file rng.c.

__device__ unsigned int LCGStep	(	unsigned int *	seed,
		unsigned int	A,
		unsigned int	C
	)

Simple linear congruential random number generator.

Notes

• See http://http.developer.nvidia.com/GPUGems3/gpugems3_ch37.html

Definition at line 41 of file rng.c.

__device__ __host__ unsigned int mult_with_carry_rng	(	unsigned int *	seed1,
		unsigned int *	seed2
	)

Multiply-with-carry RNG (George Marsaglia).

Notes

• Intended to be used for setting seeds for multiple streams, thus returns unsigned int.
• Multiply by 2.3283064365387e-10 to get a unif(0,1).
• Check that result is >128 to use as a seed for Tausworth generator.
• See http://en.wikipedia.org/wiki/Random_number_generation

Definition at line 88 of file rng.c.

__device__ void put_seed	(	unsigned int *	seed,
		unsigned int *	rng_state,
		int	i,
		int	n
	)

Definition at line 139 of file rng.c.

template<typename T >

__device__ void random_normal	(	T *	z1,
		T *	z2,
		unsigned int *	seed
	)

Box-Muller normal RNG.

Notes

• Suggested by GPU Gems 3, ch 37 (see http://http.developer.nvidia.com/GPUGems3/gpugems3_ch37.html).

Definition at line 182 of file rng.c.

__device__ float random_uniform

(

unsigned int *

seed)

Definition at line 152 of file rng.c.

__device__ float random_uniform_positive

(

unsigned int *

seed)

Definition at line 161 of file rng.c.

__device__ unsigned int TausStep	(	unsigned int *	seed,
		int	S1,
		int	S2,
		int	S3,
		unsigned int	M
	)

Tausworth random number generator.

Notes

• S1, S2, S3, and M are all constants, and seed is the state.
• State should be initialized to a value greater than 128.
• Multiple streams should use uncorrelated seeds.
• See http://http.developer.nvidia.com/GPUGems3/gpugems3_ch37.html

Definition at line 22 of file rng.c.

Variable Documentation

const float TWOPI = 6.283185307179586

Definition at line 7 of file rng.c.