clRNG

a library for uniform random number generation in OpenCL.

Streams of random numbers act as virtual random number generators.
They can be created on the host computer in unlimited numbers, and
then used either on the host or on computing devices by work items
to generate random numbers. Each stream also has equally-spaced
substreams, which are occasionally useful. The API is currently
implemented for four different RNGs, namely the MRG31k3p, MRG32k3a,
LFSR113 and Philox-4x32-10 generators.

WWW: https://github.com/clMathLibraries/clRNG