Recitation 6: Monte-Carlo Integration - Caltech

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CURAND Overview

●

Generate random numbers on device from

either host or device

Can sample different distributions (uniform,

normal, log-normal)

See CURAND user guide for more detailed

information

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CURAND Overview ● ● ● Generate random numbers on device from either host or device Can sample different distributions (uniform, normal, log-normal) See CURAND user guide for more detailed information

Linear Algebra ● Many libraries available for matrix algebra ▸ GSL, CBLAS, LAPACK ● Most matrix/vector operations are very parallelizable ▸ Perfect for CUDA acceleration! ▸ Recall matrix multiplication example

Page 1 and 2: CS179 GPU Programming: Recitation 6
Page 3 and 4: Integration ● We can use discrete
Page 5 and 6: Monte-Carlo Integration ● Solutio
Page 7 and 8: Randomness on the GPU ● Remember
Page 9 and 10: Randomness on the GPU ● Solution:
Page 11 and 12: CURAND Host API ● ● Pretty easy
Page 13 and 14: CURAND Device API ● ● What if y
Page 15: CURAND Device API ● When states a
Page 19 and 20: Reduction ● Recall our reduction

Recitation 6: Monte-Carlo Integration - Caltech

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