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Re: Question about RNGs used in oct files, and multiple instances of Oct


From: Michael Creel
Subject: Re: Question about RNGs used in oct files, and multiple instances of Octave
Date: Mon, 2 Jun 2014 03:31:32 -0700 (PDT)

I agree with Francesco's analysis of the probability of an overlap being very
low. This is good enough for my purposes. My only concern is with the
details of how different instances of octave might interact with one
another, when they are all using the same .oct file, and that .oct file
calls the Octave random number code through oct-rand.h. If it is true that
they share no memory, then I don't see how there could be any problem. I
believe that this is the case.

The reason I ask is because Dynare, www.dynare.org, when run using MPI,
causes the random number seeds to become synchronized across all MPI ranks,
even if they are different at the outset. I believe that this is an
intentional feature of Dynare, unrelated to Octave's own behavior. However,
I'm not absolutely sure about that.



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