Chapter 5
Monte Carlo Method
Abstract
This chapter goes through several examples of a Monte Carlo algorithm to show how to generate random-number sequences and perform parallel reduction.
Keywords
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 ...
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