Reliable Initialization of GPU-enabled Parallel Stochastic Simulations Using Mersenne Twister for Graphics Processors

Abstract: Parallel stochastic simulations tend to exploit more and more computing power and they are now also developed for General Purpose Graphics Process Units (GP-GPUs). Conse-quently, they need reliable random sources to feed their applications. We propose a survey of the current Pseudo Random Numbers Generators (PRNG) available on GPU. We give a particular focus to the recent Mersenne Twister for Graphics Processors (MTGP) that has just been released. Our work provides empirically checked statuses designed to initialize a particular configuration of this generator, in order to prevent any potential bias introduced by the parallelization of the PRNG.