TY - GEN
T1 - Hardware accelerated scalable parallel random number generators for monte carlo methods
AU - Lee, Jun Kyu
AU - Peterson, Gregory D.
AU - Harrison, Robert J.
AU - Hinde, Robert J.
PY - 2008
Y1 - 2008
N2 - Monte Carlo methods often demand the generation of many random numbers to provide statistically meaningful results. Because generating random numbers is time consuming and error-prone, the Scalable Parallel Random Number Generators (SPRNG) library is widely used for Monte Carlo simulation. SPRNG supports fast, scalable random number generation with good statistical properties. In order to accelerate SPRNG, we develop a hardware accelerated version of SPRNG that produces identical results. To demonstrate HASPRNG for Reconfigurable Computing (RC) applications, we develop a Monte Carlo π-estimator for the Cray XD1 and XUP platforms. The RC MC π-estimator shows 8.1 times speedup over the 2.2GHz AMD Opteron processor in the Cray XD1.
AB - Monte Carlo methods often demand the generation of many random numbers to provide statistically meaningful results. Because generating random numbers is time consuming and error-prone, the Scalable Parallel Random Number Generators (SPRNG) library is widely used for Monte Carlo simulation. SPRNG supports fast, scalable random number generation with good statistical properties. In order to accelerate SPRNG, we develop a hardware accelerated version of SPRNG that produces identical results. To demonstrate HASPRNG for Reconfigurable Computing (RC) applications, we develop a Monte Carlo π-estimator for the Cray XD1 and XUP platforms. The RC MC π-estimator shows 8.1 times speedup over the 2.2GHz AMD Opteron processor in the Cray XD1.
UR - https://www.scopus.com/pages/publications/54249091293
U2 - 10.1109/MWSCAS.2008.4616765
DO - 10.1109/MWSCAS.2008.4616765
M3 - Conference contribution
AN - SCOPUS:54249091293
SN - 9781424421671
T3 - Midwest Symposium on Circuits and Systems
SP - 177
EP - 180
BT - 2008 IEEE International 51st Midwest Symposium on Circuits and Systems, MWSCAS
T2 - 2008 IEEE International 51st Midwest Symposium on Circuits and Systems, MWSCAS
Y2 - 10 August 2008 through 13 August 2008
ER -