Since speed is not important, I would recommend Generator: * gsl_rng_mt19937, “Mersenne Twister”. "It has a Mersenne prime period of 2^19937 - 1 (about 10^6000)." That should probably be enough for your application.*
http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html Matlab and R use that one as well (or at least a modified version). You don't need to change pseudo-RNG. If you need, then at some point in your program (after a task, a block, a function, etc) you can save the random number generator state (maybe instead of trying to initialize it many times). http://www.gnu.org/software/gsl/manual/html_node/Copying-random-number-generator-state.html Ralph. On Sat, Apr 16, 2011 at 6:01 PM, Toralf Niebuhr <[email protected]> wrote: > -----BEGIN PGP SIGNED MESSAGE----- > Hash: SHA256 > > Hello, > > we use random number generators for a simulation framework. > Because simulations should be reproducible, every time a simulation is > started, the generator is initialized with the same seed. > Our current setup the following: > > first: > a feedback shift-register algorithm (started with the same seed for every > simulation and if needed explicitly set to a different seed) > then: > a feedback shift-register algorithm for every random variable initialized > with a seed generated from the first generator. > > The first generator is optimized to generate seeds, such that the other > generators are as much independent as possible. > > What would be the optimal alternative, if we want to use the random number > generators for gsl? > Speed is not to much important, statistic qualities are important. > Are the generators of gsl of such quality, such that we don't need a > different generator for every random variable? > Do all seeds generate the same quality of random sequences? > > Toralf Niebuhr > -----BEGIN PGP SIGNATURE----- > Version: GnuPG/MacGPG2 v2.0.16 (Darwin) > > iF4EAREIAAYFAk2qA8UACgkQ06zpjJY8ywWHUQEAj1xafGhqFk2kT7Pxdv54D1LZ > aOSBTnAoZ3EIdkl0Y4cBAIznYJsbpopAHOIrLMD1mvm+tLGbCNyKqOc/KOcWIEkZ > =baWF > -----END PGP SIGNATURE----- > > _______________________________________________ > Help-gsl mailing list > [email protected] > http://lists.gnu.org/mailman/listinfo/help-gsl > _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
