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.
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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...