[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [OctDev] random numbers for distributed computations

From: Michael Creel
Subject: Re: [OctDev] random numbers for distributed computations
Date: Tue, 12 Apr 2005 09:27:49 +0200
User-agent: KMail/1.7.2

On Tuesday 12 April 2005 03:22, Paul Kienzle wrote:
> On Apr 11, 2005, at 9:04 AM, Michael Creel wrote:
> >> You could try the parallel Mersenne Twister program (available from
> >> the
> >> main Mersenne Twister site):
> >
> > I have looked at this. This seems to implement your suggestion to use
> > different parameters for the MT on each machine, letting the user
> > specify
> > them. But since the octave-forge MT gets its initial parameter
> > from /dev/urandom, then this is already done.
> >
> > From what I understand from the previous discussion, and having looked
> > at the
> > code in octave-forge, it seems to me that sequences will be
> > independent on different nodes. Basically, it seems to me that the
> > dynamic
> > creator method
> > (
> > has been implemented, more or less, in octave-forge.
> Changing the seed as we do only changes where the sequence starts.
> It does not change the sequence itself.
> I can't read the article because the PDF is messed up, but from the
> bits I can read it sounds like they are using a different generating
> polynomial for each twister rather than simply changing the seed.
> This will change the sequence.
> - Paul

I think the present o-f implementation is "good enough for government 
work" (at least on Linux, I don't know how Windows machines initiate the 
RNG). I haven't done any calculations, but I'm pretty sure that the 
likelihood of encountering an overlapping sequence is infinitesimally small 
for clusters of the size encountered on Earth. Thanks, M.

Octave is freely available under the terms of the GNU GPL.

Octave's home on the web:
How to fund new projects:
Subscription information:

reply via email to

[Prev in Thread] Current Thread [Next in Thread]