Re: [Boost-users] Boost.Random multithreading

Subject: Re: [Boost-users] Boost.Random multithreading
From: Heiko Bauke (heiko.bauke_at_[hidden])
Date: 2010-11-15 03:48:19

Dear Juan Antonio,

On Sun, 14 Nov 2010 16:03:12 +0100
Juan Antonio Farré Basurte <jafb_at_[hidden]> wrote:

>  Are random number generators thread safe? Can I use a random number
> generator by multiple threads without explicit locking?
> 
>  I guess the answer is no... Then I wonder if every thread could use a
> different instance of the same random number generator without
> interference between the different generators.

you might consider to use the TRNG library [1] for multithreaded Monte
Carlo. It is very similar to Boost random but has some special support
for parallel random number generation. Read the TRNG documentation [2]
for details.

        Regards,

        Heiko

[1] http://trng.berlios.de/
[2] http://trng.berlios.de/trng.pdf

-- 
-- Wer lügt, hat die Wahrheit immerhin gedacht.
-- (Oliver Hassencamp, dt. Schriftsteller, 1921-1987)
-- Number Crunch Blog @ http://numbercrunch.de
--        Heiko Bauke @ http://www.mpi-hd.mpg.de/personalhomes/bauke