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Re:NumbaPro CUDA Python speeds up a Monte Carlo pricer 14x by viraptor on Thursday April 11, 2013 @12:01PM (#5532767)
I wonder if there's any good way to select random indexes from a bitmap using CUDA. If yes, this could be very nice for monte-carlo poker hand scoring.
Re:NumbaPro CUDA Python speeds up a Monte Carlo pricer 14x by CountHackulus on Thursday April 11, 2013 @12:33PM (#5533005)
That's something the demoscene loves to do. There's a few ways to do it, but what's usually done is to have a large bitmap filled with random values that's accessed by a function of threadID and current pixel (or whatever other info you have handy). Essentially, the large bitmap acts as a precalculated PRNG.
Re:NumbaPro CUDA Python speeds up a Monte Carlo pricer 14x by incision on Thursday April 11, 2013 @01:36PM (#5533447)
>There's a few ways to do it, but what's usually done is to have a large bitmap filled with random values that's accessed by a function of threadID and current pixel (or whatever other info you have handy).

Do you have any good links that elaborate on this kind of technique? I had an idea that sounds a lot like this once, but being fairly ignorant about the topic I had no idea what to call it or how to implement it.

Thanks.

Re:NumbaPro CUDA Python speeds up a Monte Carlo pricer 14x by CountHackulus on Friday April 12, 2013 @11:55AM (#5539202)
This is probably the simplest article about the subject: http://www.reedbeta.com/blog/2013/01/12/quick-and-easy-gpu-r...