Hi,
On Sat, 16 Apr 2011 23:01:52 +0200
Toralf Niebuhr <nieb...@niebuhrt.de> wrote:
> we use random number generators for a simulation framework.
> Because simulations should be reproducible, every time a simulation
> is started, the generator is initialized with the same seed. Our
> current setup the following:
>
> first:
> a feedback shift-register algorithm (started with the same seed for
> every simulation and if needed explicitly set to a different seed)
> then: a feedback shift-register algorithm for every random variable
> initialized with a seed generated from the first generator.
>
> The first generator is optimized to generate seeds, such that the
> other generators are as much independent as possible.
>
> What would be the optimal alternative, if we want to use the random
> number generators for gsl? Speed is not to much important, statistic
> qualities are important.
if quality matters, do not use feedback shift-register algorithms [1].
gsl_rng_mt19937 and gsl_rng_cmrg (only 31 random bits) are not a bad
choice.
Heiko
[1] http://arxiv.org/abs/cond-mat/0307138
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