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Low Discrepancy Sequence

Research Project

Project/Area Number 21654004
Research Category

Grant-in-Aid for Challenging Exploratory Research

Allocation TypeSingle-year Grants
Research Field Algebra
Research InstitutionHiroshima University

Principal Investigator

SAITO Mutsuo  広島大学, 大学院・理学研究科, 助教 (30507736)

Co-Investigator(Renkei-kenkyūsha) MATSUMOTO Makoto  東京大学, 数理科学研究科, 教授 (70231602)
NISHIMURA Takuji  山形大学, 理学部, 准教授 (90333947)
HARAMOTO Hiroshi  愛媛大学, 教育学研究科, 講師 (40511324)
Project Period (FY) 2009 – 2011
Project Status Completed (Fiscal Year 2011)
Budget Amount *help
¥3,440,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥240,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 2009: ¥1,900,000 (Direct Cost: ¥1,900,000)
Keywords数論 / 超一様分布列 / 超一様点集合 / 均等分布 / GPGPU / Walsh関数 / 均等分布次元
Research Abstract

We have developed a new figure of merit of Low Discrepancy Sequence(LDS), called Walsh Figure Of Merit(WAFOM). WFOM is a function that takes point set in a unit hypercube in S-dimensional space and gives a real number as figure of merit of the point set. WAFOM can be used to evaluate the upper bound of the error of numerical integration. We gave a proof that the order of calculation of WAFOM is O(nSN) by using discrete Fourier inverse transformation, where n is number of bits below radix point of binary form, S is number of dimension and N is number of points in the LDS. WAFOM makes finding new LDS easy because of faster calculation speed compared to existing method to calculate figure of merit of LDS.

Report

(4 results)
  • 2011 Annual Research Report   Final Research Report ( PDF )
  • 2010 Annual Research Report
  • 2009 Annual Research Report
  • Research Products

    (14 results)

All 2012 2011 2010 Other

All Journal Article (2 results) (of which Peer Reviewed: 2 results) Presentation (4 results) Remarks (8 results)

  • [Journal Article] Fast lattice reduction forF2-linear pseudorandom numbergenerator2011

    • Author(s)
      Shin Harase, Makoto Matsumoto, MutsuoSaito
    • Journal Title

      Mathematics of Computation

      Volume: vol.80 Pages: 395-407

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Fast lattice reduction for F2-linear pseudorandom number generators.2011

    • Author(s)
      Shin Harase, Makoto Matsumoto, Mutsuo Saito
    • Journal Title

      Mathematics of computation

      Volume: 80 Pages: 395-407

    • Related Report
      2010 Annual Research Report
    • Peer Reviewed
  • [Presentation] A deviation ofCURAND : standard pseudorandom numbergenerator in CUDA for GPGPU2012

    • Author(s)
      Makoto Matsumoto
    • Organizer
      Tenth International Conference on MonteCarlo and Quasi-Monte Carlo Methods inScientific Computing
    • Place of Presentation
      Sydney, Australia
    • Year and Date
      2012-02-13
    • Related Report
      2011 Final Research Report
  • [Presentation] A deviation of CURAND : standard pseudorandom number generator in CUDA for GPGPU2012

    • Author(s)
      松本眞
    • Organizer
      Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
    • Place of Presentation
      Sydney, Australia
    • Year and Date
      2012-01-13
    • Related Report
      2011 Annual Research Report
  • [Presentation] Variants of Mersennetwister suitable for graphicprocessors2010

    • Author(s)
      Makoto Matsumoto
    • Organizer
      9th InternationalConference on Monte Carlo andQuasi-Monte Carlo Methods inScientific Computing
    • Place of Presentation
      Warsaw, Poland
    • Year and Date
      2010-08-15
    • Related Report
      2011 Final Research Report
  • [Presentation] Variants of Mersenne twister suitable for graphic processors2010

    • Author(s)
      松本眞
    • Organizer
      9th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
    • Place of Presentation
      Warsaw, Poland
    • Year and Date
      2010-08-15
    • Related Report
      2010 Annual Research Report
  • [Remarks]

    • URL

      http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MTGP

    • Related Report
      2011 Final Research Report
  • [Remarks]

    • URL

      http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/TINYMT

    • Related Report
      2011 Final Research Report
  • [Remarks]

    • URL

      http://arxiv.org/abs/1109.3873

    • Related Report
      2011 Final Research Report
  • [Remarks]

    • URL

      http://arxiv.org/abs/1005.4973

    • Related Report
      2011 Final Research Report
  • [Remarks]

    • URL

      http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MTGP/

    • Related Report
      2011 Annual Research Report
  • [Remarks]

    • URL

      http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/TINYMT/

    • Related Report
      2011 Annual Research Report
  • [Remarks]

    • URL

      http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MTGP/index.html

    • Related Report
      2010 Annual Research Report
  • [Remarks]

    • URL

      http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MTGP/

    • Related Report
      2009 Annual Research Report

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Published: 2009-04-01   Modified: 2016-04-21  

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