[Numpy-discussion] numpy.random and multiprocessing

Sturla Molden sturla at molden.no
Thu Dec 11 15:57:03 EST 2008


In the docs I found this:

"We used a hypothesis that a set of PRNGs based on linear recurrences is
mutually 'independent' if the characteristic polynomials are relatively
prime to each other. There is no rigorous proof of this hypothesis..."


S.M.




> Here is the c program and the description how to implement independent
> Mersenne Twister PRNGs by the inventor(s) of Mersenne Twister:
>
> http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dc.html
>
> I didn't see a license statement.
>
> Josef
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