Random number generator algorithms on the GPU
When you use
MATLAB®displays a list of the available random number generators.
The following random number generator algorithms are available: MRG32K3A: Combined multiple recursive generator (supports parallel streams) Philox4x32_10: Philox 4x32 generator with 10 rounds (supports parallel streams) Threefry4x64_20: Threefry 4x64 generator with 20 rounds (supports parallel streams)
Each of these generators supports multiple parallel streams.
|Keyword||Generator||Multiple Stream and Substream Support||Approximate Period in Full Precision|
|Threefry 4x64 generator with 20 rounds||Yes||2514 (2256 streams of length 2258)|
|Philox 4x32 generator with 10 rounds||Yes||2193 (264 streams of length 2129)|
|Combined multiple recursive generator||Yes||2191 (263 streams of length 2127)|
For more information on the differences between generating random numbers on the GPU and CPU, see Random Number Streams on a GPU.