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[help-gsl] Re: RNG and parallel MC simulations (2008-09-30)

From: Brian Gough <bjg@gnu.org>
Subject: Re: RNG and parallel MC simulations
Date: Tue, 30 Sep 2008 23:09:05 +0100
To: Torquil Macdonald Sørensen <torquil@.........>
Cc: help-gsl@gnu.org

At Mon, 29 Sep 2008 23:22:08 +0200,
Torquil Macdonald Sørensen wrote:
> Is it problematic to do this, wrt. the quality of the "independent"
> streams? Should I go through the trouble of changing to SPRNG? Does the
> GSL development team have any special recomendations for choice of RNG
> and/or seeds in the case of parallel streams?

I would recommend using ranlxd. The seeds should give 2^31
effectively independent streams of length 10^171. A discussion of the
seeding procedure can be found in the file notes.ps at
http://www.briangough.ukfsn.org/ranlux_2.2/

--
Brian Gough

GNU Scientific Library -
http://www.gnu.org/software/gsl/