Monte Carlo Method
This chapter goes through several examples of a Monte Carlo algorithm to show how to generate random-number sequences and perform parallel reduction.
Reduction; Random-number generation; CURAND; Accuracy of reduction; Accuracy due to FMA instructions
A book on high-performance and parallel computing is not complete without an example that shows how to compute . Instead of using the classic example of numerical integration of the function , we use a Monte Carlo method to compute .
Calculating using a Monte ...