Hi,
Zitat von sirola_at_[hidden]:
> I should implement a parallel montecarlo on a cluster. There will be
> a
> crowd of processes computing "paths" and every process will
> obviously
> have its random number generator, now the problem is being "sure"
> that
> the generated random sequences won't be correlated.
have a look at TRNG - Tina's Random Number Generator Library.
TRNG implemts different parallel random number generators in C++.
Parallel streams of random numbers are generated by sequence
splitting rather than parameterization.
http://tina.nat.uni-magdeburg.de/intern/software/trng/index.php
Heiko
--
-- Wer Berlin zur neuen Hauptstadt macht, schafft geistig ein neues
-- Preußen. (Konrad Adenauer, dt. Bundeskanzler, 1876-1967)
-- Supercomputing in Magdeburg @ http://tina.nat.uni-magdeburg.de
-- Heiko Bauke @ http://www.uni-magdeburg.de/bauke
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