Matthieu Brucher <matthieu.bruc...@gmail.com> wrote: > Hi, > > The main issue with PRNG and MT is that you don't know how to > initialize all MT generators properly. A hash-based PRNG is much more > efficient in that regard (see Random123 for a more detailed > explanation). >> From what I heard, if MT is indeed chosen for RNG in numerical world, > in parallel world, it is not as obvious because of this pitfall. >
It is possible to solve this by using a set of independent MT generators, one per thread. Independence in this case means that the characteristic polynomials are relatively prime to each other: http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dgene.pdf Undortunately the DCMT code was LGPL, not BSD, I don't know if this has changed. Sturla _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion