Skip to Main Content
GPU Gems 3
book

GPU Gems 3

by Hubert Nguyen
August 2007
Intermediate to advanced content levelIntermediate to advanced
1008 pages
21h 13m
English
Addison-Wesley Professional
Content preview from GPU Gems 3

Chapter 37. Efficient Random Number Generation and Application Using CUDA

Lee Howes Imperial College London

David Thomas Imperial College London

Monte Carlo methods provide approximate numerical solutions to problems that would be difficult or impossible to solve exactly. The defining characteristic of Monte Carlo simulations is the use of multiple independent trials, each driven by some stochastic (random) process. The results of the independent trials are then combined to extract the average answer, relying on the Law of Large Numbers, which states that as more trials are combined, the average answer will converge on the true answer. The independent trials are inherently parallelizable, and they typically consist of dense numeric operations, so ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

GPU Computing Gems Emerald Edition

GPU Computing Gems Emerald Edition

Wen-mei W. Hwu
GPU PRO 3

GPU PRO 3

Wolfgang Engel

Publisher Resources

ISBN: 9780321545428Purchase book