[Numpy-discussion] PRNGs and multi-threading

[Robert Kern]

On Fri, Aug 21, 2009 at 20:50, Sturla Molden<sturla at molden.no> wrote:
> Sturla Molden skrev:
>> It seems there is a special version of the Mersenne Twister for this.
>> The code is LGPL (annoying for SciPy but ok for me).
>
> http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dgene.pdf
> <http://www.math.sci.hiroshima-u.ac.jp/%7Em-mat/MT/DC/dgene.pdf>
>
> Basically it encodes the thread-ids in the characteristic polynomial of
> the MT, producing multiple small-period, independent MTs. That solves it
> then. Too bad this is LGPL. It would be a very useful enhancement to
> RandomState.

I agree. It might be possible to re-implement it from the original
papers, but it's a chunk of work.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
  -- Umberto Eco