On Thu, 16 Sep 2010 15:07:26 -0700, reckoner <recko...@gmail.com> wrote: > I'm trying to implement a simple random walk equation > > x_(i+1) = x_i + alpha * r_i > > where r_i is random.random() and alpha is a float. > > I've been looking through the examples, and I would like to avoid > writing SourceModule and just stick with the gpuarray stuff. > > Any tips on how to get started?
1) Verify uniform distribution of http://documen.tician.de/pycuda/array.html#module-pycuda.curandom 2) Map to Gaussian (I assume your r_i would be Gaussian) Andreas
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