Recitation 6: Monte-Carlo Integration - Caltech

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Lab 6 ● Given an arbitrary union of N spheres, find the volume ▸ Very difficult, or even impossible to do analytically ▸ Use Monte-Carlo Integration ▸ Generate lots of randomized points ▸ Find which points are contained in any sphere
Randomness on the GPU ● Remember Lab 3 ● ▸ Randomness on the GPU is hard ▸ We just used some weird “pseudo”-random function ▸ Not that great ▸ Biased towards some values, like zero How can we get better, unbiased random data on the GPU quickly?
Page 1 and 2: CS179 GPU Programming: Recitation 6
Page 3 and 4: Integration ● We can use discrete
Page 5: Monte-Carlo Integration ● Solutio
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 and 16: CURAND Device API ● When states a
Page 17 and 18: Linear Algebra ● Many libraries a
Page 19 and 20: Reduction ● Recall our reduction

Recitation 6: Monte-Carlo Integration - Caltech

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