SobolQRNG - Sobol Quasirandom Number Generator

Description

This sample implements Sobol Quasirandom Sequence Generator.

Key Concepts

Computational Finance

Supported SM Architectures

SM 5.0 SM 5.2 SM 5.3 SM 6.0 SM 6.1 SM 7.0 SM 7.2 SM 7.5 SM 8.0 SM 8.6 SM 8.7 SM 8.9 SM 9.0

Supported OSes

Linux, Windows

Supported CPU Architecture

x86_64, armv7l

CUDA APIs involved

CUDA Runtime API

cudaMemcpy, cudaGetErrorString, cudaFree, cudaDeviceSynchronize, cudaGetDevice, cudaMalloc, cudaGetDeviceProperties

Prerequisites

Download and install the CUDA Toolkit for your corresponding platform.

References (for more details)