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Re: [Help-gsl] RNG and parallel MC simulations


From: Brian Gough
Subject: Re: [Help-gsl] RNG and parallel MC simulations
Date: Tue, 30 Sep 2008 23:09:05 +0100
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI)

At Mon, 29 Sep 2008 23:22:08 +0200,
Torquil Macdonald Sørensen wrote:
> Is it problematic to do this, wrt. the quality of the "independent" 
> streams? Should I go through the trouble of changing to SPRNG? Does the 
> GSL development team have any special recomendations for choice of RNG 
> and/or seeds in the case of parallel streams?

I would recommend using ranlxd.  The seeds should give 2^31
effectively independent streams of length 10^171.  A discussion of the
seeding procedure can be found in the file notes.ps at
http://www.briangough.ukfsn.org/ranlux_2.2/

-- 
Brian Gough

GNU Scientific Library -
http://www.gnu.org/software/gsl/




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