Parallel GPU-accelerated recursion-based generators of pseudorandom numbers

The aim of the paper is to show how to design fast parallel algorithms for linear congruential and lagged Fibonacci pseudorandom numbers generators. The new algorithms employ the divide-and-conquer approach for solving linear recurrence systems and can be easily implemented on GPU-accelerated hybrid systems using CUDA or OpenCL. Numerical experiments performed on a computer system with modern Fermi GPU show that they achieve good speedup in comparison to the standard CPU-based sequential algorithms.

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