becker at scyld.com
Sat Jan 4 12:29:40 EST 2003
On Sat, 4 Jan 2003, Florent.Calvayrac wrote:
> > This is trivial. Once you get a good a serial pseudo-random number
> > generator, you can use a cluster to generate more.
> Sorry to disagree here, but you forget that you can not be sure
> that the initial seed on one of the machines will not
> be generated by another one...so you can end up with
> completely correlated series. Check "scalable parallel number
> generator" (sprng), working well for us, using different
> recurrence formulas on different machines.
I was assuming a sophisticated RNG. With such, the likelyhood of
identical seeds is very low, exactly the same as correlation within the
number stream. Anyone that needs a cluster to generate random numbers
will be far beyond using a LFSR with a small seed.
I'll even put forth a hand-waving argument that multiple machines will
be working from a much richer entropy pool, and thus generate better
Donald Becker becker at scyld.com
Scyld Computing Corporation http://www.scyld.com
410 Severn Ave. Suite 210 Scyld Beowulf cluster system
Annapolis MD 21403 410-990-9993
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