论文标题
clrng:用于r的GPU上的平行随机数代的工具集
clrng: A tool set for parallel random numbergeneration on GPUs in R
论文作者
论文摘要
我们介绍了利用GPUR软件包的R软件包CLRNG,并能够在图形处理单元(GPU)上并行生成随机数,并使用CLRNG(OPENCL)库生成。与GPU的并行处理可以加快计算密集型任务,当与R结合使用时,它可以在很大程度上改善R的弊端,而速度慢速,内存使用和计算模式。 CLRNG通过为GPU和CPU上的流进行随机初始种子来启用可重复的研究,因此可以加速几种类型的统计模拟和建模。 CLRNG中的随机数生成器即使以临时方式进行交互式使用,也可以保证独立的并行样品,并且会话被中断和恢复。该软件包是便携式且灵活的,开发人员可以将其随机数生成内核用于各种其他目的和应用。
We introduce the R package clrng which leverages the gpuR package and is able to generate random numbers in parallel on a Graphics Processing Unit (GPU) with the clRNG (OpenCL) library. Parallel processing with GPU's can speed up computationally intensive tasks, which when combined with R, it can largely improve R's downsides in terms of slow speed, memory usage and computation mode. clrng enables reproducible research by setting random initial seeds for streams on GPU and CPU, and can thus accelerate several types of statistical simulation and modelling. The random number generator in clrng guarantees independent parallel samples even when R is used interactively in an ad-hoc manner, with sessions being interrupted and restored. This package is portable and flexible, developers can use its random number generation kernel for various other purposes and applications.