[Gretl-users] Re: random numbers in MPI
Am 20.07.2020 um 02:25 schrieb Allin Cottrell:
On Sun, 19 Jul 2020, Sven Schreiber wrote:
>
> Aha, that's of course very simple. But it feels kind of strange to set
> just one seed to manage three (or N) independent processes. Do they
> really stay "independent"?
They're distinct RNGs under dcmt, so setting the same seed for each
should not induce any dependence. If you're uncomfortable about that you
could set a different seed per MPI process, but if you're willing to
believe that dcmt does what it says it does --
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dc.html --
that's not necessary.
OK, thanks a lot. One final (?) question, namely about the comparison of
a single-thread result with a fixed seed to a faster MPI result, also
with a fixed seed.
I guess it is not possible to make them equal? What I mean is: The naive
optimum would be that when I stack the N sequences I get the same set of
numbers as I did in the single thread. The purpose would be
cross-machine portability and comparability. But again, I expect it
isn't easy or possible, but I may be wrong.
thanks
sven