[Numpy-discussion] Suggestion: Port Theano RNG implementation to NumPy

[Sturla Molden]

Matthieu Brucher <matthieu.brucher at gmail.com> wrote:
> Hi,
> 
> The main issue with PRNG and MT is that you don't know how to
> initialize all MT generators properly. A hash-based PRNG is much more
> efficient in that regard (see Random123 for a more detailed
> explanation).
>> From what I heard, if MT is indeed chosen for RNG in numerical world,
> in parallel world, it is not as obvious because of this pitfall.
> 

It is possible to solve this by using a set of independent MT generators,
one per thread. Independence in this case means that the characteristic
polynomials are relatively prime to each other:

http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dgene.pdf

Undortunately the DCMT code was LGPL, not BSD, I don't know if this has
changed. 

Sturla