Abstract
In this paper, we implemented a parallel random number generation program on GPU's, which are known for high performance computing, using LCG (Linear Congruential Generator). Random numbers are important in all fields requiring the use of randomness, and LCG is one of the most widely used methods for the generation of pseudo-random numbers. We explained the parallel program using the NVIDIA CUDA model and MPI(Message Passing Interface) and showed uniform distribution and performance results. We also used a Monte Carlo algorithm to calculate pi() comparing the parallel random number generator with cuRAND, which is a CUDA library function, and showed that our program is much more efficient. Finally we compared performance results using multi-GPU's with those of ideal speedups.
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