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

[Andreas Hilboll]

On 18.02.2014 17:47, Sturla Molden wrote:
> 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. 

I just checked.  The file dcmt0.6.1b.tgz, available from
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dc.html, contains
this license:

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Cheers, Andreas.