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Article #515

Re: Distributed Random Number Generation

#515
From: Dave Gillespie
Date: Sun, 13 Sep 1992 08:06
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In article <h_8yzkk@rpi.edu> maniattb@cs.rpi.edu (Bill Maniatty) writes:
> I have a large distributed stochastic model (runs on MasPar MP-1 with 2,048
> processing elements).  I'm not an expert on random number generation, but
> I need to simultaneously g enerate different ``Random'' sequences on each
> node.

If the nodes must be independent, then it would probably work pretty
well to use one random number generator, say, linear congruential,
to create a sequence of 2048 seeds for a different type of generator,
say additive congruential, running in parallel on the various nodes.
I can't guarantee that this is safe, though, because the biggest
result from random number theory seems to be that nobody knows how
to prove much of anything in it.  :-)

Knuth's _Seminumerical Algorithms_ (volume 2 of _The Art of Computer
Programming_) describes both the generators I mentioned above.

								-- Dave
--
Dave Gillespie
  daveg@synaptics.com, uunet!synaptx!daveg
  or: daveg@csvax.cs.caltech.edu
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Path: arc1-ca.pugleaf.net!sparky!uunet!synaptx!synaptics.com!daveg
From: daveg@synaptics.com (Dave Gillespie)
Newsgroups: sci.math.num-analysis
Subject: Re: Distributed Random Number Generation
Message-ID: <DAVEG.92Sep13010611@synaptx.synaptics.com>
Date: 13 Sep 92 08:06:11 GMT
References: <h_8yzkk@rpi.edu>
Sender: daveg@synaptx.Synaptics.Com
Organization: Synaptics, Inc., San Jose, CA
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In-reply-to: maniattb@cs.rpi.edu's message of 12 Sep 92 15:12:58 GMT