[Rd] OpenMP and random number generation

[Prof Brian Ripley]

On 22/02/2012 08:23, Mathieu Ribatet wrote:
> Dear all,
>
> Now that R has OpenMP facilities,

Hmm, not exactly new.

> I'm trying to use it for my own package but I'm still wondering if it
is safe to use random number generation within a OpenMP block. I looked 
at the R writing extension document  both on the OpenMP and Random 
number generation but didn't find any information about that.
>
> Could someone tell me if it is safe or not please ?

Using threads in compiled code called from R (e.g. pthreads or OpenMP) 
is 'for experts only': we do not document which parts of R are or are 
not thread-safe except via making the sources available.  If you need to 
ask then it is not safe for you, and in particular it would be unsafe to 
call Get/PutRNGstate.

> Best,
> Mathieu
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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