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GTC ON-DEMAND

Developer - Algorithms
Presentation
Media
Pseudo Random Number Generators for Massively Parallel Apps
Speakers:
Holger Dammertz
- Ulm University
Abstract:
Learn how to select the best and fastest pseudo random number generator for your massively parallel Monte Carlo simulation.Pseudo random numbers generators (PRNG) are a fundamental building block of these simulations and it is thus required to select suitable PRNGs with regard to the specific problem at hand while considering the parallel hardware architecture. Recent developments in random number generations provide a wide variety of choices, each with different properties and trade-offs. We provide a comprehensive survey of the current state of the art for massively parallel PRNG and show a broad range of applications.
 
Topics:
Developer - Algorithms, Finance
Type:
Talk
Event:
GTC Silicon Valley
Year:
2010
Session ID:
S102136
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