User`s guide

9 GPU Computing

9-6

parallel.gpu.RandStream

These functions perform in the same way as rng and RandStream in MATLAB, but

with certain limitations on the GPU. For more information on the use and limits of these

functions, type

help parallel.gpu.rng

help parallel.gpu.RandStream

The GPU uses the combined multiplicative recursive generator by default to create

uniform random values, and uses inversion for creating normal values. This is not the

default stream in a client MATLAB session on the CPU, but is the equivalent of

RandStream('CombRecursive','NormalTransform','Inversion');

However, a MATLAB worker session has the same default stream as its GPU, even if it is

a worker in a local cluster on the same machine. That is, a MATLAB client and workers

do not have the same default stream.

In most cases, it does not matter that the default random stream on the GPU is not the

same as the default stream in MATLAB on the CPU. But if you need to reproduce the

same stream on both GPU and CPU, you can set the CPU random stream accordingly,

and use the same seed to set both streams:

seed=0; n=4;

cpu_stream = RandStream('CombRecursive','Seed',seed,'NormalTransform','Inversion');

RandStream.setGlobalStream(cpu_stream);

gpu_stream = parallel.gpu.RandStream('CombRecursive','Seed',seed);

parallel.gpu.RandStream.setGlobalStream(gpu_stream);

r = rand(n); % On CPU

R = rand(n,'gpuArray'); % On GPU

OK = isequal(r,R)

There are three supported random generators on the GPU. The combined multiplicative

recursive generator (MRG32K3A) is the default because it is a popular and reliable

industry standard generator for parallel computing. You can choose the GPU random

generator with any of the following commands:

parallel.gpu.RandStream('combRecursive')

parallel.gpu.RandStream('Philox4x32-10')

parallel.gpu.RandStream('Threefry4x64-20')