Andreas Hilboll wrote:
> On 18.02.2014 17:47, Sturla Molden wrote:
>> 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 li
On 18.02.2014 17:47, Sturla Molden wrote:
> Matthieu Brucher 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).
>>
Matthieu Brucher 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 RN
I won't dive into the discussion as well, except to say that parallel
RNGs have to have specific characteristics, mainly to initialize many
RNGs at the same time. I don't know how MRG31k3p handles this, as the
publications was not very clear on this aspect. I guess it falls down
as the other from t
I won't go in the discussion of which RNG is better for some problems.
I'll just tell why we pick this one.
We needed a parallel RNG and we wanted to use the same RNG on CPU and
on GPU. We discussed with a professor in our department that is well
know in that field(Pierre L'Ecuyer) and he recomman
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
AFAIK, CMRG (MRG31k3p) is more equidistributed than Mersenne Twister, but
the period is much shorter. However, MT is getting acceptance as the PRNG
of choice for numerical work. And when we are doing stochastic simulations
in Python, the speed of the PRNG is unlikely to be the bottleneck.
Sturla
Hi,
In a ticket I did a coment and Charles suggested that I post it here:
In Theano we have an C implementation of a faster RNG: MRG31k3p. It is
faster on CPU, and we have a GPU implementation. It would be
relatively easy to parallize on the CPU with OpenMP.
If someone is interested to port this
