On 19 Des, 21:26, Lie Ryan <lie.1...@gmail.com> wrote: > you can just start two PRNG at two distinct states
No. You have to know for certain that the outputs don't overlap. If you pick two random states (using any PRNG), you need error- checking that states are always unique, i.e. that each PRNG never reaches the starting state of the other(s). If I had to do this, I would e.g. hash the state to a 32 bit integer. You can deal with errors by jumping to a different state or simply aborting the simulation. The problem is that the book-keeping will be costly compared to the work involved in generating a single pseudorandom deviate. So while we can construct a parallel PRNG this way, it will likely run slower than one unique PRNG. It has been suggested to use short-period MTs with different characteristic polynomials. This is also available for the nVidia GPU using CUDA. This is probably the generator I would pick if I wanted to produce random numbers in parallel. However, here we should be aware that the math has not been thoroughly proven. http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dgene.pdf http://developer.download.nvidia.com/compute/cuda/2_2/sdk/website/projects/MersenneTwister/doc/MersenneTwister.pdf There is also a version of MT that use SIMD instructions internally, which gives a factor-of-two speedup. I would never use different algorithms. It will introduce a systematic difference in the simulation. -- http://mail.python.org/mailman/listinfo/python-list
