PARALLELIZATION OF RANDOM NUMBER GENERATION PROCESSING USING GPU

PROBLEM TO BE SOLVED: To parallelize one random number generator on a GPU and efficiently generate the same random number sequence as that generated through sequential random number generation processing.SOLUTION: A method uses a GPU having plural blocks composed of one or more cores to perform random number generation processing including update processing for updating a state vector and conversion processing for converting the updated state vector into a random number having different distribution. The method includes a step (S3) in which one of the blocks performs the update processing, and a step (S9) in which each of the plural blocks performs the conversion processing in parallel on the basis of a result of the update processing.