OpenRAND: A Performance Portable, Reproducible Random Number Generation Library for Parallel Computations

OpenRAND: A Performance Portable, Reproducible Random Number Generation Library for Parallel Computations

We introduce OpenRAND, a C++17 library aimed at facilitating reproducible scientific research through the generation of statistically robust and yet replicable random numbers. OpenRAND accommodates single and multi-threaded applications on CPUs and GPUs and offers a simplified, user-friendly API tha...

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Hauptverfasser: Khan, Shihab Shahriar, Palmer, Bryce, Edelmaierd, Christopher, Aktulga, Hasan Metin
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Palmer, Bryce
Edelmaierd, Christopher
Aktulga, Hasan Metin
description We introduce OpenRAND, a C++17 library aimed at facilitating reproducible scientific research through the generation of statistically robust and yet replicable random numbers. OpenRAND accommodates single and multi-threaded applications on CPUs and GPUs and offers a simplified, user-friendly API that complies with the C++ standard's random number engine interface. It is portable: it functions seamlessly as a lightweight, header-only library, making it adaptable to a wide spectrum of software and hardware platforms. It is statistically robust: a suite of built-in tests ensures no pattern exists within single or multiple streams. Despite the simplicity and portability, it is remarkably performant-matching and sometimes even outperforming native libraries by a significant margin. Our tests, including a Brownian walk simulation, affirm its reproducibility and highlight its computational efficiency, outperforming CUDA's cuRAND by up to 1.8 times.
doi_str_mv 10.48550/arxiv.2310.19925
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title OpenRAND: A Performance Portable, Reproducible Random Number Generation Library for Parallel Computations
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