Max,
That's interesting, where can I read about "giant-stepping the generator"?
The wiki article
http://en.wikipedia.org/wiki/Linear_congruential_generator doesn't
mention distributed processing.
Thanks,
Peter


On Wed, Aug 21, 2013 at 2:44 PM, Max R. Dechantsreiter <
[email protected]> wrote:

> Hi Peter,
>
>
>  What about the old random number generator: take a 16 bit seed, square it,
>> take the middle 16 bits, and repeat. They'd want a large number in order
>> (so you can repeat an experiment, or a run of a model, with the same
>> "random" numbers), and it's easy to computer sequentially; but if you want
>> a million of them it would be nice to distribute the job, but I don't
>> think
>> you can. But maybe "can't parallelize" isn't the same as "badly
>> inefficient
>> to parallelize".
>>
>
> Many RNG _can_ be distributed.  The enabling characteristic
> is the existence of a way to "giant-step" the generator.
> This is certainly possible for LCG (LCRNG), such as the one
> used throughout NPB I.
>
> The NPB generator has the form
>
>          x(k+1) = a*x(k) modulo 2**46 (suggested a = 5**13)
>
> which has period 2**44.
>
> It could be an interesting excercise: take two generators,
> one which can be distributed, one which cannot....
>
> Cheers,
>
> Max
>
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