[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.