Mike Giles - CPU/GPU RNG performance tests

Here are two codes to test RNG performance on CPUs (using C++ with OpenMP and Intel's MKL/VSL library) and GPUs (using NVIDIA's CUDA and cuRAND library).

CPU_test.cpp -- CPU code
GPU_test.cu -- GPU code
helper_cuda.h -- GPU header file
helper_string.h -- GPU header file
Makefile

Results

This is the performance achieved in July 2025.

	RNG/s
2x Intel Xeon Gold 5418Y CPU	1.9 e10
NVIDIA RTX 4000 SFF Ada GPU	2.7 e11

EMail

Mike.Giles@maths.ox.ac.uk