Yes. If several threads use the same RNG, you cannot ensure that they
are always accessing it with the same pattern. The only way to have
reproductible results is by using PRNG (real ones, because as Sturla
said, just changing the state of the same RNG won't ensure good
statistical properties).
My personal choice is using counter-based RNG like crypto functions as
the state is smaller than MT (a key per thread + a counter) and with
the inclusion of such functions in current processors, you get values
faster than MT.

Cheers,

Matthieu

2014-04-24 9:28 GMT+01:00 Lars Buitinck <larsm...@gmail.com>:
> 2014-04-23 21:00 GMT+02:00 Sturla Molden <sturla.mol...@gmail.com>:
>> - If you provide each thread with its own PRNG, you must make sure the
>> sequences don't overlap. Just using a different seed for each thread is not
>> safe either.
>
> I'm not sure what you mean by that; my rand(3) manpage says "In order
> to get reproducible behavior in a threaded application, this  state
> must be made explicit; this can be done using the reentrant function
> rand_r()." But you're saying that's not enough?
>
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Information System Engineer, Ph.D.
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