I think one problem that comes in is when you randomly seed multiple
processors, you actually don't know when two sequences on two different
processes will overlap, but at some point they will. If there is a lot of
state to the generator, presumably any two random seed starting points won't
overlap "soon", but apparently this can be a big enough problem that folks
that do MC can spot interprocessor correlations. So we really have to be
sure of what we are doing. It is interesting to me, and I'll pursue it as I
get time, as long as Tom doesn't shoot me. Then we will be out of the space
where we are worrying about provability.
Regards - Bob
----- Original Message -----
From: "David A. Case" <case.scripps.edu>
To: <amber-developers.scripps.edu>
Sent: Wednesday, May 07, 2008 9:22 PM
Subject: Re: amber-developers: Verlet update time and ntt=3 parallel scaling
> 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