On 12/20/2009 4:02 AM, Carl Johan Rehn wrote:
How did you time it?
Well, in Matlab I used "tic; for i = 1:1000, randn(100, 10000), end;
toc" and in IPython i used a similar construct but with "time" instead
of tic/(toc.
Code?
Parallel PRNGs are an unsolved problem in computer science.
Thanks again for sharing your knowledge. I had no idea. This means
that if I want to speed up my application I have to go for the fastest
random generator and focus on other parts of my code that can be
vectorized.
If you don't care about "repeatability" (which is already extremely
difficult in parallel processing even without random number generators),
you can just start two PRNG at two distinct states (and probably from
two different algorithms) and they will each spews out two independent
streams of random numbers. What was "unsolved" was the "pseudo-" part of
the random number generation, which guarantee perfect replayability in
all conditions.
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