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Re: [Help-gsl] random number generators

From: Heiko Bauke
Subject: Re: [Help-gsl] random number generators
Date: Mon, 18 Apr 2011 09:01:51 +0200


On Sat, 16 Apr 2011 23:01:52 +0200
Toralf Niebuhr <address@hidden> wrote:

> 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.

if quality matters, do not use feedback shift-register algorithms [1].
gsl_rng_mt19937 and gsl_rng_cmrg (only 31 random bits) are not a bad



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