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High performance random number generator for new generation

Research Project

Project/Area Number 21654017
Research Category

Grant-in-Aid for Challenging Exploratory Research

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionThe 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 *help
¥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.

Report

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

    (18 results)

All 2012 2011 2010 2009 Other

All Journal Article (8 results) (of which Peer Reviewed: 7 results) Presentation (8 results) Remarks (2 results)

  • [Journal Article] New Inputs and Methods for Markov Chain Quasi-Monte Carlo2012

    • Author(s)
      Su Chen, Makoto Matsumoto, Takuji Nishimura
    • Journal Title

      Art B. Owen

      Pages: 293-307

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] New Inputs and Methods for Markov Chain Quasi-Monte Carlo2012

    • 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

    • Related Report
      2011 Annual Research Report
    • 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

    • Related Report
      2011 Annual Research Report
  • [Journal Article] Fast lattice reduction for F2-linear pseudorandom number generators2011

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

      Mathematics of Computation

      Volume: 80 Pages: 395-407

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Fast lattice reduction for F_2-linear pseudorandom number generators2011

    • 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
  • [Journal Article] Automation of Statistical Tests on Randomness to Obtain Clearer Conclusion2010

    • Author(s)
      Hiroshi Haramoto
    • Journal Title

      Monte Carlo and Quasi-Monte Carlo Methods

      Pages: 411-421

    • Related Report
      2011 Final Research Report
    • Peer Reviewed
  • [Journal Article] Automation of Statistical Tests on Randomness to Obtain Clearer Conclusion2009

    • Author(s)
      原本博史
    • Journal Title

      Monte Carlo and Quasi-Monte Carlo Methods 2008

      Pages: 411-422

    • Related Report
      2009 Annual Research Report
    • 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))

    • Related Report
      2009 Annual Research Report
    • Peer Reviewed
  • [Presentation] Figure of merit efficient QMC pointsets for computational finance2012

    • 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
    • Related Report
      2011 Final Research Report
  • [Presentation] Figure of merit ecient QMC pointsets for computational nance2012

    • 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
    • Related Report
      2011 Annual Research Report
  • [Presentation] A deviation of CURAND : standard pseudorandom number generator in CUDA for GPGPU2012

    • 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
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] A nonempirical test on the second to the sixth lowest bits of pseudorandom number generators2012

    • 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
    • Related Report
      2011 Annual Research Report 2011 Final Research Report
  • [Presentation] Variants of Mersenne twister suitable for graphic processors2010

    • 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
    • Related Report
      2010 Annual Research Report
  • [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
    • Related Report
      2011 Final Research Report
  • [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
    • Related Report
      2009 Annual Research Report
  • [Presentation] Fast lattice reductions for F_2-linear pseudorandom number generators2009

    • 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
    • Related Report
      2009 Annual Research Report
  • [Remarks]

    • URL

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

    • Related Report
      2011 Final Research Report
  • [Remarks]

    • URL

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

    • Related Report
      2011 Annual Research Report

URL: 

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

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