NAG Numerical Routines for GPUs (Beta)

Routine Documentation

Accompanying the NAG Numerical Routines for GPUs is documentation, including an Introduction that gives background to the available Random Number Generators and recommendations on choice and use of routines. Further individual routine documentation expands on the functions showing purpose, specification, arguments, error indicators and warnings and examples.

Click to view the NAG Numerical Routines for GPUs Documentation

NAG Numerical Routines for GPUs Chapter Introduction
Exponential Distribution Routine
Initializes the Multiple Recursive Generator
Normal Distribution Routine
Uniform Distribution Routine

 How can I gain access to NAG Numerical Routines for GPUs prototype?

The NAG Numerical Routines for GPUs prototype are available as a beta release. Currently, the prototype includes a basic random number generator - L'Ecuyer(MRG32k3a), with three output distributions (uniform, exponential and Normal) implemented in both single and double precisions.

Eligibility?

It is available free to academics subject to them signing a collaborative agreement. NAG is also keen to engage with commercial clients for assessment and further development of numerical routines for GPUs

To obtain a copy of the software please complete the online registration of interest form here or contact us directly for more information.

Ongoing work

Additional routines selected to be included in the NAG Numerical Routines for GPUs prototype will include a Sobol quasi-random generator and additional Univariate and multi-variate distributions including copulas.

Acknowledgements

We would like to thank the Technology Strategy Board (TSB) and the Smith Institute for their support in sponsoring this project and EPSRC for supporting Professor Giles’ academic research