Am 18.04.2011 um 09:01 schrieb Heiko Bauke: > Hi, > > On Sat, 16 Apr 2011 23:01:52 +0200 > Toralf Niebuhr <nieb...@niebuhrt.de> wrote: > >> 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. > > if quality matters, do not use feedback shift-register algorithms [1]. > gsl_rng_mt19937 and gsl_rng_cmrg (only 31 random bits) are not a bad > choice. > > > Heiko > > > [1] http://arxiv.org/abs/cond-mat/0307138
Question still is. If I have different random variables, should I use the same random number generator or should I have a new one for every random variable. If I should use a new one. How do I obtain the deterministic sequence of initial seeds such that the different generators produce good independent sequences? Toralf Niebuhr _______________________________________________ Help-gsl mailing list Help-gsl@gnu.org http://lists.gnu.org/mailman/listinfo/help-gsl