Re: [boost] [random] new threefry random engine

On Fri, May 2, 2014 at 8:32 AM, Peter Dimov wrote:

Thijs van den Berg wrote:

...

In that case it’s best to use a random engine adaptor.

counter_based_engine< Threefry<2,unsigned> > eng; uniform_real_distribution<float> zero_one(0., 1.);

eng.seed(thread_id);

for(int i=0; i

The adaptor needs to be in the loop; you don't have a thread_id outside it.

uniform_real_distribution<float> zero_one(0., 1.);

#pragma omp parallel for for( int i=0; i > eng; eng.seed( i );

out[i] = in[i]*zero_one( eng ); }

In principle, this works with any engine, not just a counter-based one, as long as creating and seeding is quick and consecutive seeds result in random first output.

Yes. But Boost's documentation advises that in general, these requirements are *not* met: http://www.boost.org/doc/libs/1_55_0/doc/html/boost_random/reference.html#bo...

Pseudo-random number generators should not be constructed (initialized) frequently during program execution, for two reasons. First, initialization requires full initialization of the internal state of the generator. Thus, generators with a lot of internal state (see below) are costly to initialize. Second, initialization always requires some value used as a "seed" for the generated sequence. It is usually difficult to obtain several good seed values... </snip> This is very good advice because as far as I know, none of the existing engines satisfy all the requirements: small state, quick-to-initialize, quick-to-run and high-quality, statistically independent results when seeded consecutively. Counter-based RNGs are specifically designed to meet these requirements. State ranges from 8 to 32 bytes. They generate 8 to 32 random bytes at a time at rates of 2-4 cycles-per-byte. Initialization time is negligible compared to generation. Output passes TestU01. John Salmon