[R-sig-hpc] creating many separate streams (more streams than nodes)

Ross Boylan ross at biostat.ucsf.edu
Wed Apr 20 18:24:30 CEST 2011


On Wed, 2011-04-20 at 14:09 +0000, Paul Gilbert wrote:
> ...
> > So, if you have 8,000 jobs you use the job number as an index, and
> > initialize its stream by saying this is rank (job #) of a total of
> > 8,000
> > streams.
> ...
> 
> When you adjust the RNG like this (or in the by machine way suggested in the original post), are the properties of the RNG the same as the single stream version?  Is there a literature on this?  I thought the trick with parallel RNG was to produce the same stream one would get with the well studied single stream generators (not that I know how to do that easily).
> 
> Paul
Parallel random number generators are supposed to behave well in exactly
this scenario.
Ross
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