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From: Sliwa, Przemyslaw (London) (Przemyslaw_Sliwa_at_[hidden])
Date: 2005-06-01 03:10:49

I have a question which is not related directly to boost.
I am writing a multithreaded application and would like to make use of a
multiprocessor machine in order to speed up our Monte Carlo simulation
engine. We make use of the random number package (random number
distributions). My question is: making the random number generator a
global variable (object) it is possible to use it in several threads at
the same time -> does it mean that the random sequences will be repeated
and the entire simulation will be simply a repetition of n non-random
sequences? This can be avoided when a lock is acquired on the random
number generator and at a given time just one thread can access the rng
and the advantage of the multiprocessor machine is lost. Can you advise?



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