[Numpy-discussion] PRNGs and multi-threading

[Sturla Molden]

Sturla Molden skrev:
> It seems there is a special version of the Mersenne Twister for this. 
> The code is LGPL (annoying for SciPy but ok for me).

http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/DC/dgene.pdf 
<http://www.math.sci.hiroshima-u.ac.jp/%7Em-mat/MT/DC/dgene.pdf>

Basically it encodes the thread-ids in the characteristic polynomial of 
the MT, producing multiple small-period, independent MTs. That solves it 
then. Too bad this is LGPL. It would be a very useful enhancement to 
RandomState.

Sturla Molden