线程安全的统一随机数生成器 [英] Thread-safe uniform random number generator

问题描述

我有一些平行的Fortran90代码，其中每个线程需要生成相同的随机数序列。

我有一个随机数生成器，似乎是线程不安全的，因为对于给定的种子，我完全无法在每次运行时重复相同的结果该程序。

我在整个网络上都没有成功（几乎）浏览一些线程安全的RNG代码。任何人都可以向我提供（链接到）其中一个代码？

预先感谢！

解决方案

Fortran90的一个很好的伪随机数生成器可以在英特尔数学核心矢量统计库。他们是线程安全的。另外，它为什么需要线程安全？如果您希望每个线程都获得相同的列表，请为具有相同种子的每个线程实例化一个新的PRNG。

I have some parallel Fortran90 code in which each thread needs to generate the same sequence of random numbers.

I have a random number generator that seems to be thread-unsafe, since, for a given seed, I'm completely unable to repeat the same results each time I run the program.

I surfed unsuccessfully (almost) the entire web looking for some code of a thread-safe RNG. Could anyone provide me with (the link to) the code of one?

Thanks in advance!

解决方案

A good Pseudorandom number generator for Fortran90 can be found in the Intel Math Kernel Vector Statistical Library. They are thread safe. Also, why does it need to be threadsafe? If you want each thread to get the same list, instantiate a new PRNG for each thread with the same seed.

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