[Gretl-users] Re: random numbers in MPI
On Sun, 19 Jul 2020, Sven Schreiber wrote:
Am 19.07.2020 um 22:04 schrieb Allin Cottrell:
> On Sun, 19 Jul 2020, Sven Schreiber wrote:
>> What about the case where you want to have independent RNG sequences
>> across processes, but you want to be able to control them for
>> replication purposes, from one run to the next? How to achieve that
>> effect in gretl's MPI implementation?
>
> set seed
>
> <hansl>
> print "starting MPI..."
> mpi
> set seed 88775531
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.
Allin