[Numpy-discussion] PRNGs and multi-threading
Sat Aug 22 01:08:28 CDT 2009
Xavier Saint-Mleux skrev:
> Of course, the mathematically correct way would be to use a correct
> jumpahead function, but all the implementations that I know of are GPL.
> A recent article about this is:
I know of no efficient "jumpahead" function for MT. Several seconds for
1000 jumps ahead is not impressive -- just generating the deviates is
With DCMT it is easy to create "independent" MTs with smaller periods.
Independence here means that the "characteristic polynomials are
relatively prime to each other". A "small" period of e.g. 2**521 - 1
means that if we produce 1 billion deviates per minute, it would still
take the MT about 10**143 years to cycle. Chances are we will not be
around to see that happen. It also seems that nvidia has endorsed this
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