High performance random number generator for new generation

• Project/Area Number: 21654017
• Research Category: Grant-in-Aid for Challenging Exploratory Research
• Allocation Type: Single-year Grants
• Research Field: General mathematics (including Probability theory/Statistical mathematics)
• Research Institution: The University of Tokyo (2010-2011); Hiroshima University (2009)
• Principal Investigator: MATSUMOTO Makoto 東京大学, 大学院・数理科学研究科, 教授 (70231602)
• Co-Investigator(Renkei-kenkyūsha): HAGITA Mariko お茶の水女子大学, 人間文化創成科学研究科, 准教授 (70338218) ; NISHIMURA Takuji 山形大学, 理学部, 准教授 (90333947) ; SAITOU Mutsuo 広島大学, 大学院・理学研究科, 助教 (30507736) ; HARAMOTO Hiroshi 愛媛大学, 教育学部, 講師 (40511324)
• Project Period (FY): 2009 – 2011
• Project Status: Completed (Fiscal Year 2011)
• Budget Amount: ¥3,300,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥300,000); Fiscal Year 2011: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000); Fiscal Year 2010: ¥1,000,000 (Direct Cost: ¥1,000,000); Fiscal Year 2009: ¥1,000,000 (Direct Cost: ¥1,000,000)
• Keywords: 応用数学疑似乱数 / 並列処理 / 暗号 / シミュレーション / 疑似乱数 / 格子簡約 / WAFOM / 超一様点列 / 国際研究者交流 / 米国

Research Abstract

Mutsuo Saito and Matsumoto designed MTGP random number generators which specialize for the architecture of Graphic Processing Units, and its dynamic parameter generator MTGPDC. Also, TinyMT generators with small size of memory are developed. These are open source from our homepage. Haramoto et. al. gave methods to compute the distribution of lower bits of random numbers using generalized Mac Williams identity.

Research Products

• [Journal Article] New Inputs and Methods for Markov Chain Quasi-Monte Carlo (2012)
  • Author(s): Su Chen, Makoto Matsumoto, Takuji Nishimura
  • Journal Title: Art B. Owen Pages: 293-307
  • Peer Reviewed
• [Journal Article] New Inputs and Methods for Markov Chain Quasi-Monte Carlo (2012)
  • Author(s): Su Chen, Makoto Matsumoto, Takuji Nishimura, Art B.Owen
  • Journal Title: Monte Carlo and Quasi-Monte Carlo Methods 2010 Volume: (掲載決定) Pages: 293-307
  • Peer Reviewed
• [Journal Article] 高速並列計算用の状態空間の小さな高品質擬似乱数生成器 (2012)
  • Author(s): 斎藤睦夫, 松本眞
  • Journal Title: 情報処理学会研究報告・第131回ハイパフォーマンスコンピューティング研究発表会報告集 Volume: 3 Pages: 1-6
• [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
  • Peer Reviewed
• [Journal Article] Fast lattice reduction for F_2-linear pseudorandom number generators (2011)
  • Author(s): Shin Harase, Makoto Matsumoto, Mutsuo Saito
  • Journal Title: Mathematics of Computation Volume: 80 Pages: 395-407
  • Peer Reviewed
• [Journal Article] Automation of Statistical Tests on Randomness to Obtain Clearer Conclusion (2010)
  • Author(s): Hiroshi Haramoto
  • Journal Title: Monte Carlo and Quasi-Monte Carlo Methods Pages: 411-421
  • Peer Reviewed
• [Journal Article] Automation of Statistical Tests on Randomness to Obtain Clearer Conclusion (2009)
  • Author(s): 原本博史
  • Journal Title: Monte Carlo and Quasi-Monte Carlo Methods 2008 Pages: 411-422
  • Peer Reviewed
• [Journal Article] Fast lattice reduction for F_2-linear pseudorandom number generators
  • Author(s): Harase, Shin Matsumoto, Makoto Saito, Mutsuno
  • Journal Title: Mathematics of Computation (In press (印刷中))
  • Peer Reviewed
• [Presentation] Figure of merit efficient QMC pointsets for computational finance (2012)
  • Author(s): Kyle Matoba, Makoto Matsumoto, Mutsuo Saito
  • Organizer: MCQMC2012
  • Place of Presentation: シドニー・オーストラリア
  • Year and Date: 2012-02-16
• [Presentation] Figure of merit ecient QMC pointsets for computational nance (2012)
  • Author(s): Kyle Matoba, Makoto Matsumoto, Mutsuo Saito
  • Organizer: MCQMC2012
  • Place of Presentation: シドニー・オーストラリア
  • Year and Date: 2012-02-16
• [Presentation] A deviation of CURAND : standard pseudorandom number generator in CUDA for GPGPU (2012)
  • Author(s): M. Saito, M. Matsumoto
  • Organizer: MCQMC2012
  • Place of Presentation: シドニー・オーストラリア
  • Year and Date: 2012-02-13
• [Presentation] A nonempirical test on the second to the sixth lowest bits of pseudorandom number generators (2012)
  • Author(s): Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, Yuki Otsuka
  • Organizer: MCQMC2012
  • Place of Presentation: シドニー・オーストラリア
  • Year and Date: 2012-02-13
• [Presentation] Variants of Mersenne twister suitable for graphic processors (2010)
  • Author(s): Makoto Matsumoto
  • Organizer: 9th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
  • Place of Presentation: ワルシャワ大学(ポーランド)
  • Year and Date: 2010-08-16
• [Presentation] 新しいMTと並列発生統計数理研究所 (2010)
  • Author(s): 斎藤睦夫
  • Organizer: 物理乱数・擬似乱数の発生法・検定法とその周辺
  • Year and Date: 2010-03-12
• [Presentation] 新しいMTと並列発生 (2010)
  • Author(s): 斎藤睦夫
  • Organizer: 物理乱数・擬似乱数の発生法・検定法とその周辺
  • Place of Presentation: 統計数理研究所(東京都)
  • Year and Date: 2010-03-12
• [Presentation] Fast lattice reductions for F_2-linear pseudorandom number generators (2009)
  • Author(s): 原瀬晋
  • Organizer: Seventh IMACS Seminar on Monte Carlo Methods (MCM2009)
  • Place of Presentation: ブリュッセル自由大学(ベルギー)
  • Year and Date: 2009-09-07
• [Remarks]
  • URL: http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/mt.html
• [Remarks]
  • URL: http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/mt.html