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arXiv · 2310.19925

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

Shihab Shahriar Khan·Bryce Palmer·Christopher Edelmaierd·Hasan Metin Aktulga
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Abstract

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.

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Shihab Shahriar Khan, Bryce Palmer, Christopher Edelmaierd, Hasan Metin Aktulga. 2023-10-30. OpenRAND: A Performance Portable, Reproducible Random Number Generation Library for Parallel Computations. https://arxiv.org/abs/2310.19925

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