quasirandomGenerator - Niederreiter Quasirandom Sequence Generator

Description

This sample implements Niederreiter Quasirandom Sequence Generator and Inverse Cumulative Normal Distribution functions for the generation of Standard Normal Distributions.

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, cudaFree, cudaDeviceSynchronize, cudaMemset, cudaMemcpyToSymbol, cudaMalloc

Prerequisites

Download and install the CUDA Toolkit for your corresponding platform.

References (for more details)