[CUDA] MKL and RNG about onemkl HOT 6 CLOSED

Hello, and thank you for your interest in using and contributing to oneMKL. The first stage in our plan to support RNGs consists of adding support for, and integrating our own MKL RNGs. The current plan is to do so around August of this year. Having those available might ease your work of adding support for other RNGs. Are you interested in using certain RNGs and distributions from cuRAND?

from onemkl.

Thanks for the feedback (and joining github :), @marius-cornea. The strategy makes sense.

I'm not a serious user of cuRAND. Rather, I am porting some CUDA code to DPC++/SYCL that uses the XORWOW (cuRAND default generator) and the uniform distribution. I notice, however, that MKL doesn't natively include XORWOW(?). Probably not a huge deal since it may be difficult to reproduce the same randoms on both Intel and NVIDIA platforms.

Having RNG support for CUDA devices is my primary concern.

from onemkl.

Hello, that is correct, MKL does not include XORWOW. If you are interested in obtaining the same results on both Intel and NVIDIA platforms, you could try either the Philox, or the MT19937 generator. We will let you know when support for the first oneMKL RNG has been added. That could serve as an example for adding support for similar cuRAND generators.

from onemkl.

@marius-cornea Sounds good -- thanks.

from onemkl.

Hello @vpascuzz! We will keep this issue open to let you know once APIs for RNG are integrated.

from onemkl.

Thanks!

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