I'm not sure how relevant this is (I'm not familiar with Monte Carlo algorithms), but I needed a fast and thread-safe PRNG for some other project and ended up with this: http://github.com/karmazilla/nanopool/tree/master/src/main/java/net/nanopool/CheapRandom.java
It's only a medium-quality PRNG and it is only thread-safe if safely-published, but it operates without any synchronization and therefor does not slow down any bit under concurrent use. On Tue, Oct 28, 2008 at 6:37 PM, Mark H. <[EMAIL PROTECTED]> wrote: > > On Oct 28, 8:48 am, Stuart Halloway <[EMAIL PROTECTED]> wrote: >> Java does thread protect, but it is synchronized. Also java.math and >> java.util's random number generator aren't pluggable with alternate >> implementations. For that I would need SecureRandom. >> >> For my simple example I think I will use a per-thread >> java.util.Random, note the issues, and point interested readers to the >> literature. > > Does using a per-thread java.util.Random object guarantee that the > threads' random streams are not correlated? If you pick the seeds > unluckily then the threads' random streams might overlap, making the > Monte Carlo method's results suspect. > > mfh > > > -- Venlig hilsen / Kind regards, Christian Vest Hansen. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Clojure" group. To post to this group, send email to clojure@googlegroups.com To unsubscribe from this group, send email to [EMAIL PROTECTED] For more options, visit this group at http://groups.google.com/group/clojure?hl=en -~----------~----~----~----~------~----~------~--~---
