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Re: sampling from two instances of a random number generator


From: Søren Hauberg
Subject: Re: sampling from two instances of a random number generator
Date: Mon, 26 May 2008 06:55:04 +0200

søn, 25 05 2008 kl. 20:12 -0400, skrev Leo Razoumov:
> Two basic problems with this approach:
> (1) Each time the whole RNG state is saved and copied. For Marsenne
> Twister RNG used in Octave it is 625B. This slows things down.

The approach will be somewhat slower, but are you claiming that 625 B of
memory use is a problem in an Octave script?

> (2) Still there is only one global RNG state. In  a multi-threaded
> environment it can cause serious problems if several threads are
> trying to update the same state. Requires explicit and careful
> synchronization, etc.

How is that relevant? Octave doesn't support threads...

Søren



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