Pseudo‐random number generators (PRNG) are intensively used in many stochastic algorithms in particle simulations, artificial neural networks and other scientific computation. The PRNG in Monte Carlo N‐Particle Transport Code (MCNP) requires long period, high quality, flexible jump and fast enough. In this paper, we implement such a PRNG for MCNP on NVIDIA’s GTX200 Graphics Processor Units (GPU) using CUDA programming model. Results shows that 3.80 to 8.10 times speedup are achieved compared with 4 to 6 cores CPUs and more than 679.18 million double precision random numbers can be generated per second on GPU.

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