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Programming > Fortran > Re: Naive imple...
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Re: Naive implementation of parallel Mersenne Twister (MT) pseudorandom number generator

by Gordon Sande <g.sande@[EMAIL PROTECTED] > Apr 24, 2008 at 07:52 PM

On 2008-04-24 15:42:02 -0300, glen herrmannsfeldt <gah@[EMAIL PROTECTED]
>
said:

> Gordon Sande wrote:
> (snip)
> 
>> The internal state of the PRNG is usually called the seed. There may be
>> shortcut initial startups, labelled seeds, for those generators that
have
>> large seeds like MT. Leads to confusion on the meaning of the words
when
>> the adjectives are dropped. The purpose of a full seed is to pick up
again
>> EXACTLY where you left off. Having the master step along and give seeds
>> to each slave just means that the slaves will exactly follow what the
>> master would have done. Exact reproducability of PRNGs is im****tant for
>> debugging. That is what the saving and restoring of seeds is all about.
> 
> Probably you are right, but the use of the word 'seed' doesn't
> make that obvious.  A seed grows into a tree, but one normally
> doesn't expect to store a whole tree back into a seed and create
> and exact copy of the tree.
> 
> What you call 'shortcut initial startup' seems more appropriate
> for the word 'seed'.  Since the early PRNGs had a one word seed
> the distinction wasn't needed at the time.
> 
> http://en.wikipedia.org/wiki/Random_seed
> 
> Doesn't seem to distinguish 'full seed' from 'seed'.
> 
> -- glen

In the case of the "one word internal state" a case could be made
that the seed could take states that were not internally possible
but that the re****ted internal state would be a seed as well. This
was for the situation where the 31 bits had to end in "01" (3 mod 8)
so some of bits in a 32 bit seed could be invalid. Seed is a curious
uasge at best but seems to be rather well establshed.

The OP seemed to be saying that each word in the many word internal
state was a seed so in an attempt to draw his attention to the whole
thing I used "full seed" on the fly. Better suggestions are welcome. ;-)

I seem to recall that MT has a starting routine that accepts starting
values to generate its initial state so users do not have to supply
600+ words of initial state. It also has the abiity to re****t and use
the the whole thing. At least that is my recollection from looking at
it some time ago.

The F90 intrinsics are defined to take a multiword seed so they follow
this strange but common usage. They seem to equate the seed with the
internal state.
 




 10 Posts in Topic:
Naive implementation of parallel Mersenne Twister (MT) pseudoran
mjm2114@[EMAIL PROTECTED]  2008-04-24 07:45:55 
Re: Naive implementation of parallel Mersenne Twister (MT) pseud
Gordon Sande <g.sande@  2008-04-24 15:05:54 
Re: Naive implementation of parallel Mersenne Twister (MT)
mjm2114@[EMAIL PROTECTED]  2008-04-24 08:22:49 
Re: Naive implementation of parallel Mersenne Twister (MT) pseu
Gordon Sande <g.sande@  2008-04-24 16:01:34 
Re: Naive implementation of parallel Mersenne Twister (MT) pseu
glen herrmannsfeldt <g  2008-04-24 10:42:02 
Re: Naive implementation of parallel Mersenne Twister (MT) pseu
Gordon Sande <g.sande@  2008-04-24 19:52:21 
Re: Naive implementation of parallel Mersenne Twister (MT)
mjm2114@[EMAIL PROTECTED]  2008-04-24 09:39:01 
Re: Naive implementation of parallel Mersenne Twister (MT) pseu
Gordon Sande <g.sande@  2008-04-24 18:10:59 
Re: Naive implementation of parallel Mersenne Twister (MT) pseud
"Gerry Ford" &l  2008-04-24 17:41:29 
Re: Naive implementation of parallel Mersenne Twister (MT)
e p chandler <epc8@[EM  2008-04-24 17:25:06 

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