>>>>> "Heiko" == Heiko Bauke <Heiko.Bauke_at_[hidden]> writes:
Heiko> 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.
Heiko> have a look at TRNG - Tina's Random Number Generator
Heiko> Library. TRNG implemts different parallel random number
Heiko> generators in C++. Parallel streams of random numbers are
Heiko> generated by sequence splitting rather than
Heiko> parameterization.
Heiko> http://tina.nat.uni-magdeburg.de/intern/software/trng/index.php
thanks a lot, I will surely take a look.
Bye,
Enrico
--
Enrico Sirola <enrico.sirola_at_[hidden]>
gpg public key available from www.keyserver.net, Key ID 0x377FE07F
Key fingerprint = B446 7332 ED55 BC68 5FE8 DE0F 98DF EC86 377F E07F
|