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[Help-gsl] random number generators


From: Toralf Niebuhr
Subject: [Help-gsl] random number generators
Date: Sat, 16 Apr 2011 23:01:52 +0200

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Hello,

we use random number generators for a simulation framework.
Because simulations should be reproducible, every time a simulation is started, 
the generator is initialized with the same seed.
Our current setup the following:

first:
a feedback shift-register algorithm (started with the same seed for every 
simulation and if needed explicitly set to a different seed)
then:
a feedback shift-register algorithm for every random variable initialized with 
a seed generated from the first generator.

The first generator is optimized to generate seeds, such that the other 
generators are as much independent as possible.

What would be the optimal alternative, if we want to use the random number 
generators for gsl?
Speed is not to much important, statistic qualities are important.

Are the generators of gsl of such quality, such that we don't need a different 
generator for every random variable?
Do all seeds generate the same quality of random sequences?

Toralf Niebuhr
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