There is an openCL library for RNG. AMD is contributing to it. Prof. Pierre L’Ecuyer of University of Montreal designed and developed this library, with the support of his research team: David Munger and Nabil Kemerchou.
Blog here: http://developer.amd.com/community/blog/2015/05/05/amd-releases-clrng-an-opencl-random-number-librar...
Github repository with source code here: clMathLibraries/clRNG · GitHub
It is currently a beta release.
That is all.
Good to know!