Mersenne Twister - MTGP

MTGP

MTGP is a variant of Mersenne Twister optimised for GPUs published by Mutsuo Saito and Makoto Matsumoto. The basic linear recurrence operations are extended from MT and parameters are chosen to allow many threads to compute the recursion in parallel, while sharing their state space to reduce memory load. Sample code for CUDA includes parameter sets suitable for 256, 512 and 1024 parallel threads per block, and up to 200 blocks generating independent random streams. The paper claims improved equidistribution over MT and performance on a high specification GPU (Nvidia GTX260 with 192 cores) of 4.7ms for 5x107 random 32-bit integers.