Random Number Generator in CUDA

I'm not sure I understand why you need anything special. Any traditional PRNG should port more or less directly. A linear congruential should work fine. Do you have some special properties you're trying to establish?

The best way for this is writing your own device function , here is the one

void RNG()
{   
    unsigned int m_w = 150;
    unsigned int m_z = 40;

    for(int i=0; i < 100; i++)
    {
        m_z = 36969 * (m_z & 65535) + (m_z >> 16);
        m_w = 18000 * (m_w & 65535) + (m_w >> 16);

        cout <<(m_z << 16) + m_w << endl;  /* 32-bit result */
    }
}

It'll give you 100 random numbers with 32 bit result.

If you want some random numbers between 1 and 1000, you can also take the result%1000, either at the point of consumption, or at the point of generation:

((m_z << 16) + m_w)%1000

Changing m_w and m_z starting values (in the example, 150 and 40) allows you to get a different results each time. You can use threadIdx.x as one of them, which should give you different pseudorandom series each time.

I wanted to add that it works 2 time faster than rand() function, and works great ;)

For anyone interested, you can now do it via cuRAND.