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Re: [OctDev] random numbers for distributed computations

From: Michael Creel
Subject: Re: [OctDev] random numbers for distributed computations
Date: Mon, 11 Apr 2005 11:45:38 +0200
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Hi David,
I have a question about this. If a RNG has a period of X, that means that  
there are X unique values that are generated, and then the sequence repeats. 
But is the set of X values unique, so that the same X values will be 
generated eventually, regardless of the seed, just in a different order? Or 
do the X values themselves depend on the seed?

That is, suppose a RNG has period 3. When we get a seed from /dev/urandom, if 
a first sequence is
1 2 3 1 2 3

Will another seed give something like

2 3 4 2 3 4 


2 3 1 2 3 1


On Monday 11 April 2005 11:14, David Bateman wrote:
> Michael Creel wrote:
> >Hello,
> >I'm planning on implementing some method to ensure that random number
> > streams generated on different nodes of a cluster are independent of one
> > another. This is important for problems such as Monte Carlo. Before I
> > start, I'd like to hear advice, suggestions, requests. Thanks, Michael
> >
> >
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> If your platform as /dev/urandom, then the octave-forge random
> generators will use it to seed the generators, and you will end up with
> independent number streams. Even if you don't have /dev/urandom, then
> these generators use the LSB of the clock to seed with (ie. usec) and so
> you'll probably find yourself with independent streams in any case.
> So my advice is to use the octave-forge generators...
> D.

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