QuoteOriginally posted by: outrun1 thread 100M samples take 7 sec4 thread, 400M samples total take 14 sec..so I have 2 cores in my machine I have the feeling that Random123 is ideal for massively parallel DNA/molecular dynamics problems on massive numbers of cores.On 8-core Intel machines I think we need to consider 1) other algos will also need thread support 2) how many rng threads do we need in an MC simulator for optimal load balancing? 3) Is the following possible issue resolved?QuoteIt s more about guaranteeing that there are no intercorrelations in your simulations. Random seeding does not guarantee that. Thread safety, although is a requirement for a rng, will not guarantee lack of intercorrelations in the random sequences. You could also indeed assign a different rng to each thread, but it would be easier to use the parameterization technique: for each thread initialize the same type of generator with different parameters. For example Mersenne Twister can be initialized with 1024 parameter sets.
Last edited by Cuchulainn
on January 28th, 2012, 11:00 pm, edited 1 time in total.