In a parallel computer system comprising a plurality of processor elements, a parent processor element (1) generates random-number initial values, and distributes the random-number initial values to child processor elements (2-1, ... 2-i, ... 2-k) using a communication mechanism (4) or a shared memory (5); and the child processor elements (5) conduct processing to generate random-number sequences in accordance with a maximum length shift register sequence (M-sequence) method using the distributed random-number initial values as seeds. Long-period random-number sequences can be generated which are not correlated with each other.