Article View: sci.math.num-analysis
Article #517Re: Distributed Random Number Generation
From: David Kastrup
Date: Sun, 13 Sep 1992 12:29
Date: Sun, 13 Sep 1992 12:29
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1879 bytes
daveg@synaptics.com (Dave Gillespie) writes: >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. This idea is really bad, because it ensures that no two generators will give the same number at one moment (or even always the same). Besides, random number generators are usually not designed to produce uncorrelated numbers at ARBITRARY distances in their sequence, so you would probably fail even simple tests terribly. As I said before, the only mathematically safe way is to use ONE (and only one) generator of very high quality to produce values in turn. This is because the mathematics for a good RNG can only be ensured with regard to itself, not to other instances of it (different seeds), and certainly not to different RNGs without further information.
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Path: arc1-ca.pugleaf.net!sparky!uunet!dtix!darwin.sura.net!Sirius.dfn.de!Urmel.Informatik.RWTH-Aachen.DE!tabaqui!dak From: dak@tabaqui.informatik.rwth-aachen.de (David Kastrup) Newsgroups: sci.math.num-analysis Subject: Re: Distributed Random Number Generation Message-ID: <dak.716387354@tabaqui> Date: 13 Sep 92 12:29:14 GMT References: <h_8yzkk@rpi.edu> <DAVEG.92Sep13010611@synaptx.synaptics.com> Sender: news@Urmel.Informatik.RWTH-Aachen.DE (Newsfiles Owner) Organization: Rechnerbetrieb Informatik / RWTH Aachen Lines: 23 Nntp-Posting-Host: tabaqui