The CURAND library

Day: Monday, November 4
Time: 2:10 PM - 3:00 PM
Place: Snedecor Hall 2113

The CURAND library is a CUDA C library that accelerates pseudo-random and quasi-random number generation while taking care of all the GPU parallelism under the hood. It features both a host API and a device API, with multiple pseudorandom and quasi-random number generation algorithms available in the host API. This talk will overview the library, demonstrate each API with a simple concrete example, and then finish with a rejection sampler that uses CURAND.

Materials

Slides
Video

Example Code

Makefile
Makefile