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Re: [OctDev] random numbers for distributed computations


From: Paul Kienzle
Subject: Re: [OctDev] random numbers for distributed computations
Date: Mon, 11 Apr 2005 21:22:39 -0400


On Apr 11, 2005, at 9:04 AM, Michael Creel wrote:
You could try the parallel Mersenne Twister program (available from the
main Mersenne Twister site):

I have looked at this. This seems to implement your suggestion to use
different parameters for the MT on each machine, letting the user specify
them. But since the octave-forge MT gets its initial parameter
from /dev/urandom, then this is already done.

From what I understand from the previous discussion, and having looked at the
rand.cc code in octave-forge, it seems to me that sequences will be
independent on different nodes. Basically, it seems to me that the dynamic creator method (http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dc.html)
has been implemented, more or less, in octave-forge.

Changing the seed as we do only changes where the sequence starts.
It does not change the sequence itself.

I can't read the article because the PDF is messed up, but from the
bits I can read it sounds like they are using a different generating
polynomial for each twister rather than simply changing the seed.
This will change the sequence.

- Paul



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