Non-standard pseudo random number generators revisited for GPUs

Various benchmark results show that our implementations outperform well established normal pseudo random number generators on GPUs by factors up to 4.5, depending on the utilized GPU architecture. We achieve generation rates of up to 4.4 billion normally distributed random numbers per second per GPU. In addition, we show that our GPU implementations are competitive against state-of-the-art normal pseudo random number generators on CPUs by being up to 2.6 times faster than an OpenMP parallelized and vectorized code.