Article View: sci.math.num-analysis
Article #515Re: Distributed Random Number Generation
From: Dave Gillespie
Date: Sun, 13 Sep 1992 08:06
Date: Sun, 13 Sep 1992 08:06
22 lines
1484 bytes
1484 bytes
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
Technical Details
Message-ID:
<DAVEG.92Sep13010611@synaptx.synaptics.com>Path:
arc1-ca.pugleaf.net!sparky!uunet!synaptx!synaptics.com!davegReferences:
<h_8yzkk@rpi.edu>Show Full Headers
Complete Article Headers
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 Lines: 22 In-reply-to: maniattb@cs.rpi.edu's message of 12 Sep 92 15:12:58 GMT