Parallelization of random number generation processing by employing GPU

A method of carrying out random number generation processing by using a GPU including a plurality of blocks each including at least one core, the random number generation processing including:

• update processing of updating state vectors;
• tempering processing of converting the updated state vectors into integer random numbers;
• and conversion processing of converting the integer random numbers generated as results of the conversion into random numbers having another distribution, comprising:
• carrying out, by parallel processing in a single one of the plurality of blocks, the update processing;
• and
• carrying out, by the plurality of blocks, the tempering processing and the conversion processing in parallel based on results of the update processing.

A nontransitory computer readable medium encoded with a computer program for causing a GPU including a plurality of blocks each including at least one core to carry out random number generation processing including:

• update processing of updating state vectors;
• and conversion processing of converting the updated state vectors into random numbers having another distribution,
• the computer program causing the GPU to:
• carry out, by parallel processing in a single one of the plurality of blocks, the update processing;
• and
• carry out, by the plurality of blocks, the conversion processing in parallel based on results of the update processing.

A nontransitory computer readable medium encoded with a computer program for causing a GPU including a plurality of blocks each including at least one core to carry out random number generation processing including:

• update processing of updating state vectors;
• tempering processing of converting the updated state vectors into integer random numbers;
• and conversion processing of converting the integer random numbers generated as results of the conversion into random numbers having another distribution,
• the computer program causing the GPU to:
• carry out, by parallel processing in a single one of the plurality of blocks, the update processing;
• and
• carry out, by the plurality of blocks, the tempering processing and the conversion processing in parallel based on results of the update processing.

A computing device, which comprises a GPU including a plurality of blocks each including at least one core, and carries out random number generation processing including:

• update processing of updating state vectors;
• and conversion processing of converting the updated state vectors into random numbers having another distribution,
• wherein the computing device is configured to:
• carry out, by parallel processing in a single one of the plurality of blocks, the update processing;
• and
• carry out, by the plurality of blocks, the conversion processing in parallel based on results of the update processing.

A computing device, which comprises a GPU including a plurality of blocks each including at least one core, and carries out random number generation processing including:

• update processing of updating state vectors;
• tempering processing of converting the updated state vectors into integer random numbers;
• and conversion processing of converting the integer random numbers generated as results of the conversion into random numbers having another distribution,
• wherein the computing device is configured to:
• carry out, by parallel processing in a single one of the plurality of blocks, the update processing;
• and
• carry out, by the plurality of blocks, the tempering processing and the conversion processing in parallel based on results of the update processing.