OpenRAND: A performance portable, reproducible random number generation library for parallel computations

Abstract

We introduce OpenRAND, a C++17 library aimed at facilitating reproducible scientific research by generating statistically robust yet replicable random numbers in as little as two lines of code, overcoming some of the unnecessary complexities of existing RNG libraries. OpenRAND accommodates single and multi-threaded applications on CPUs and GPUs and offers a simplified, user-friendly API that complies with the C++ standard’s random number engine interface. It is lightweight; provided as a portable, header-only library. It is statistically robust: a suite of built-in tests ensures no pattern exists within single or multiple streams. Despite its simplicity and portability, it remains performant—matching and sometimes outperforming native libraries. Our tests, including a Brownian walk simulation, affirm its reproducibility and ease-of-use while highlight its computational efficiency, outperforming CUDA’s cuRAND by up to 1.8 times.

Keywords

• Pseudo random number generation
• GPGPU
• HPC
• C++