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Re: [OctDev] random numbers for distributed computations

From: Paul Kienzle
Subject: Re: [OctDev] random numbers for distributed computations
Date: Mon, 11 Apr 2005 22:11:58 -0400

On Apr 11, 2005, at 9:17 AM, Michael Creel wrote:

One last note, the reference tr_0503.pdf
leads me to believe that the method used by the octave-forge is
reliable. Thanks to everyone for the information, Michael

Thanks for the link.

They report a 4s startup time for MT on a 2.4 GHz machine.  I can
assure you this is not the case for randn on octave-forge.  We
are definitely not doing what the code in Dynamic Creation
Mersenne Twister (DC) is doing.

Given the long startup time for DC, you need 70 M random numbers
just to break even with the next fastest.  Depending on what you
are doing, you may be better off using SPRNG's multiplicative
lagged fibonacci generator (MLFG).

- Paul

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