Re: parallel() and random number generation

[Nathan M. Swan]

On Monday, 14 January 2013 at 22:24:22 UTC, Joseph Rushton 
Wakeling wrote:
Hello all,

One of the claims made for pseudo-random number generation in D 
is that rndGen (default RNG) is thread-safe, that is, each 
instance is unique to its thread and is seeded with 
unpredictableSeed, which should strongly limit the chances of 
two threads having correlated sequences of pseudo-random 
numbers.

Now consider the following code:

////////////////////////////////////////////////////////////
import std.random, std.range, std.stdio;

void main()
{
      rndGen.seed(1001);

      foreach(i; iota(12))
            writeln(uniform(0.0, 1.0));
}
////////////////////////////////////////////////////////////

Obviously, because we seed rndGen, this produces exactly the 
same sequence every time.  But now suppose we use a parallel 
foreach:

////////////////////////////////////////////////////////////
import std.parallelism, std.random, std.range, std.stdio;

void main()
{
      rndGen.seed(1001);

      foreach(i; iota(12).parallel())
            writeln(uniform(0.0, 1.0));
}
////////////////////////////////////////////////////////////

Now, I'd expect that suddenly a number of the random variates 
would suddenly become unpredictable with each run, and that the 
number thereof would be proportional to the number of threads 
-- so with 2 threads, we'd expect half the numbers to suddenly 
be unpredictable with each run -- because only one thread would 
be using the seeded pseudo-random sequence, and the others 
would be using a separate rndGen with unpredictable seed.

But actually, in my experience, the number of random variates 
that differ from the predictable sequence is not in proportion 
to the number of threads and often corresponds only to the last 
3-4 variates.

This is a bit worrying, because it raises the question of 
whether the same rndGen is being used in the different threads, 
and thus whether in fact threads might generate correlated 
random sequences.

Advice/thoughts/explanations?

Thanks & best wishes,

     -- Joe

It's thread-safe when you use std.concurrency; std.parallelism is 
_not_ really safe at all.

NMS