On Saturday, July 19, 2014 8:52:11 PM UTC-4, James Delaney wrote: > > Since I also agree that Monte Carlo in parallel seems like it is > unavoidably "distributed", you should require each process to work on > non-overlapping substreams of the same stream. I wonder (mainly for my own > purposes) if this pmap() implementation is all that "safe", in the > meantime, before a SFMT Jump is implemented. > > That is, if you end up generating more than one rand() in a process, you > are not guaranteed that just by setting the seed will give you the same > results in each time you run it. > > In the meantime, might it be preferable to just generate all the rand()s > you are ever going to need, serially, ahead of time, put them in a > distributed array, and have your parallel processes work on their separate > pieces of the distributed array? >
Hi Jim, that's a good point. As long as all of the calls to rand() happen in the `rvproducer` function I think it should be safe: the rvproducer code is only used in the main process and is wrapped in `@async` so it waits until the call finishes before executing again. It should produce exactly the same numbers in the same order as it would without the parallelization. At least, that's my understanding of the pmap code. The `@sync` block in pmap starts here: <https://github.com/JuliaLang/julia/blob/05aa8101d1a4ad5b504bb5f4c7f1dc49e82964f4/base/multi.jl#L1341> and `getnext_tasklet()` is defined immediately before this block (line 1325) and is what generates the next values from `Task(rvproducer)`. Those random variables are then passed to the other processes as an argument in line 1348. A secondary feature (that I didn't realize until just now) is that the random variables are stored if the call fails and are later retried. In my case, this code is all executed on a workstation so I don't expect individual processes to fail, but that could be nice on a shakier system. Take all of this with a grain of salt. This is my first attempt at a serious project with Julia, so I might be misunderstanding the code base. --Gray
