quasirandomGenerator_nvrtc - Niederreiter Quasirandom Sequence Generator with libNVRTC

Description

This sample implements Niederreiter Quasirandom Sequence Generator and Inverse Cumulative Normal Distribution functions for the generation of Standard Normal Distributions, compiling the CUDA kernels involved at runtime using NVRTC.

Key Concepts

Computational Finance, Runtime Compilation

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, QNX

Supported CPU Architecture

x86_64, aarch64

CUDA APIs involved

CUDA Driver API

cuMemcpyDtoH, cuMemAlloc, cuMemFree

Dependencies needed to build/run

NVRTC

Prerequisites

Download and install the CUDA Toolkit for your corresponding platform. Make sure the dependencies mentioned in Dependencies section above are installed.

References (for more details)