[julia-users] Setting RNG seeds for parallel computing

[Gray Calhoun]

Hi everyone, I'm trying to start using Julia for some Monte Carlo 
simulations
(not MCMC) which I'd like to parallelize. I haven't found any documentation
for setting the RNG's seed for parallelization. The naive approach gives
different results than non-parallel execution (which is not surprising).

Starting with `julia -p 4` and executing:

    ## Sequential execution
    srand(1)
    seqfor = Array(Float64,4)
    for i=1:4
        seqfor[i] = rand()
    end

    ## Parallel execution
    srand(1)
    parfor = @parallel (vcat) for i=1:4
        rand()
    end

    [sort(parfor) sort(seqfor)]

gives

    4x2 Array{Float64,2}:
     0.346517  0.00790928
     0.346517  0.236033
     0.662369  0.312707
     0.914194  0.346517

and re-running the parallel code can give different results even after
re-seeding. If we start julia without `-p 4` then both loops give the
same results. If it matters, I'm using Julia version 0.3.0-rc1+28
from source (commit 79e4771).

Is there documentation on the right way to parallelize simulations in
Julia? If not, should my next step be to carefully read the "parallel
computing" documentation?