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Thread-safe uniform random number generator

Tags:

random

thread-safety

fortran

I have some parallel Fortran90 code in which each thread needs to generate the same sequence of random numbers.

I have a random number generator that seems to be thread-unsafe, since, for a given seed, I'm completely unable to repeat the same results each time I run the program.

I surfed unsuccessfully (almost) the entire web looking for some code of a thread-safe RNG. Could anyone provide me with (the link to) the code of one?

Thanks in advance!

like image 223
Bellman Avatar asked Mar 02 '09 13:03

Bellman

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2 Answers

A good Pseudorandom number generator for Fortran90 can be found in the Intel Math Kernel Vector Statistical Library. They are thread safe. Also, why does it need to be threadsafe? If you want each thread to get the same list, instantiate a new PRNG for each thread with the same seed.

like image 95
John Ellinwood Avatar answered Oct 21 '22 08:10

John Ellinwood

Most repeatable random number generators need state in some form. Without state, they can't do what comes next. In order to be thread safe, you need a way to hold onto the state yourself (ie, it can't be global).

like image 42
plinth Avatar answered Oct 21 '22 08:10

plinth
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