How to properly choose rng seed for parallel processes

Question

I'm currently working on a C/C++ project where I'm using a random number generator (gsl or boost). The whole idea can be simplified to a non-trivial stochastic process which receives a seed and returns results. I'm computing averages over different realisations of the process.

So, the seed is important: the processes must be with different seeds or it will bias the averages.

So far, I'm using time(NULL) to give a seed. However, if two processes start at the same second, the seed is the same. That happens because I'm using parallelisation (using openMP).

So, my question is: how to implement a "seed giver" on C/C++ which gives independent seeds?

For instance, I though in using the thread number (thread_num), seed = time(NULL)*thread_num. However, this means that the seeds are correlated: they are multiple of each others. Does that poses any problem to the "pseudo-random" or is it as good as sequential seeds?

The requirements are that it must work on both Mac OS (my pc) and Linux distribution similar to OS Cent (the cluster) (and naturally give independent realisations).

Answer 1

A commonly used scheme for this is to have a "master" RNG used to generate seeds for each process-specific RNG.

The advantage of such a scheme is that the whole computation is determined by only one seed, which you can record somewhere to be able to replay any simulation (this might be useful to debug nasty bugs).