The cuRAND library provides facilities that focus on the simple and efficient generation of high-quality pseudorandom and quasirandom numbers. A pseudorandom sequence of numbers satisfies most of the statistical properties of a truly random sequence but is generated by a deterministic algorithm. A quasirandom sequence of -dimensional points is generated by a deterministic algorithm designed to fill an -dimensional space evenly.
cuRAND consists of two pieces: a library on the host (CPU) side and a device (GPU) header file. The host-side library is treated like any other CPU library: users include the header file, /include/curand.h, to get function declarations and then link against the library. Random numbers can be generated on the device or on the host CPU. For device generation, calls to the library happen on the host, but the actual work of random number generation occurs on the device. The resulting random numbers are stored in global memory on the device. Users can then call their own kernels to use the random numbers, or they can copy the random numbers back to the host for further processing. For host CPU generation, all of the work is done on the host, and the random numbers are stored in host memory.
The second piece of cuRAND is the device header file, /include/curand_kernel.h. This file defines device functions for setting up random number generator states and generating sequences of random numbers. User code may include this header file, and user-written kernels may then call the device functions defined in the header file. This allows random numbers to be generated and immediately consumed by user kernels without requiring the random numbers to be written to and then read from global memory.