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Re: [OctDev] random numbers for distributed computations

From: David Bateman
Subject: Re: [OctDev] random numbers for distributed computations
Date: Mon, 11 Apr 2005 11:14:06 +0200
User-agent: Mozilla Thunderbird 0.8 (X11/20040923)

Michael Creel wrote:

I'm planning on implementing some method to ensure that random number streams generated on different nodes of a cluster are independent of one another. This is important for problems such as Monte Carlo. Before I start, I'd like to hear advice, suggestions, requests. Thanks, Michael

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If your platform as /dev/urandom, then the octave-forge random generators will use it to seed the generators, and you will end up with independent number streams. Even if you don't have /dev/urandom, then these generators use the LSB of the clock to seed with (ie. usec) and so you'll probably find yourself with independent streams in any case.

So my advice is to use the octave-forge generators...


David Bateman                                address@hidden
Motorola Labs - Paris +33 1 69 35 48 04 (Ph) Parc Les Algorithmes, Commune de St Aubin +33 1 69 35 77 01 (Fax) 91193 Gif-Sur-Yvette FRANCE

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