On Wed, May 07, 2008, Ross Walker wrote:
> As far as I can tell if our random number generator is any good - which I
> don't know if we have properly checked or not - two sets of random numbers
> from different seeds should not have any correlation. Thus it should be
> equally correct (statistically) to do a Langevin run with each processor
> having its own random number stream - with simply different seeds for each
> mpi thread. This should be equivalent to having a single random number
> stream shared between all processors where each processor makes sure it
> doesn't use the same portion of the stream as other processors.
I agree with this, but (as Bob points out) it's not clear how you prove it.
With the current method, one *assumes* that the single stream of numbers (that
you would get with a serial code) is correct, then arranges to get the same
results in parallel.
The only artifacts I know of have to do with reusing a particular part of the
big stream of numbers. Since the period is very long, presumably Ross' scheme
would have low probability of having this happen, but without a detailed
understanding of the scheme works, you might get fooled. But I think it would
be worth the risk.
...dac
Received on Sun May 11 2008 - 06:07:19 PDT
