TRNG-A library for parallel Monte Carlo on NVIDIA graphics cards

January 23rd, 2011

Tina’s Random Number Generator Library (TRNG) version 4.11 has been released. TRNG is a state of the art open-source C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations. Its design principles are based on a proposal for an extensible random number generator facility that will be part of the forthcoming revision of the ISO C++ standard. The TRNG library features an object oriented design, is easy to use and has been speed optimized. Its implementation does not depend on any communication library or hardware architecture. TRNG is suited for shared memory as well as for distributed memory computers and may be used in various parallel programming environments, e.g. Message Passing Interface Standard or OpenMP. As an outstanding new feature of the latest TRNG release 4.11 it also supports CUDA. All generators that are implemented by TRNG have been subjected to thorough statistical tests in sequential and parallel setups. Download and further information: