PRAND: GPU accelerated parallel random number generation library: Using most reliable algorithms and applying parallelism of modern GPUs and CPUs

Abstract: The library PRAND for pseudorandom number generation for modern CPUs and GPUs is presented. It contains both single-threaded and multi-threaded realizations of a number of modern and most reliable generators recently proposed and studied in [1,2,3,4,5] and the efficient SIMD realizations proposed in [6]. One of the useful features for using PRAND in parallel simulations is the ability to initialize up to $10^{19}$ independent streams. Using massive parallelism of modern GPUs and SIMD parallelism of modern CPUs substantially improves performance of the generators.