[Numpy-discussion] PRNGs and multi-threading
Sturla Molden
sturla at molden.no
Fri Aug 21 23:50:32 EDT 2009
Sturla Molden skrev:
> It seems there is a special version of the Mersenne Twister for this.
> The code is LGPL (annoying for SciPy but ok for me).
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dgene.pdf
<http://www.math.sci.hiroshima-u.ac.jp/%7Em-mat/MT/DC/dgene.pdf>
Basically it encodes the thread-ids in the characteristic polynomial of
the MT, producing multiple small-period, independent MTs. That solves it
then. Too bad this is LGPL. It would be a very useful enhancement to
RandomState.
Sturla Molden
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