parallel() and random number generation

Joseph Rushton Wakeling joseph.wakeling at webdrake.net
Mon Jan 14 14:24:14 PST 2013


Hello all,

One of the claims made for pseudo-random number generation in D is that rndGen 
(default RNG) is thread-safe, that is, each instance is unique to its thread and 
is seeded with unpredictableSeed, which should strongly limit the chances of two 
threads having correlated sequences of pseudo-random numbers.

Now consider the following code:

////////////////////////////////////////////////////////////
import std.random, std.range, std.stdio;

void main()
{
       rndGen.seed(1001);

       foreach(i; iota(12))
             writeln(uniform(0.0, 1.0));
}
////////////////////////////////////////////////////////////

Obviously, because we seed rndGen, this produces exactly the same sequence every 
time.  But now suppose we use a parallel foreach:

////////////////////////////////////////////////////////////
import std.parallelism, std.random, std.range, std.stdio;

void main()
{
       rndGen.seed(1001);

       foreach(i; iota(12).parallel())
             writeln(uniform(0.0, 1.0));
}
////////////////////////////////////////////////////////////

Now, I'd expect that suddenly a number of the random variates would suddenly 
become unpredictable with each run, and that the number thereof would be 
proportional to the number of threads -- so with 2 threads, we'd expect half the 
numbers to suddenly be unpredictable with each run -- because only one thread 
would be using the seeded pseudo-random sequence, and the others would be using 
a separate rndGen with unpredictable seed.

But actually, in my experience, the number of random variates that differ from 
the predictable sequence is not in proportion to the number of threads and often 
corresponds only to the last 3-4 variates.

This is a bit worrying, because it raises the question of whether the same 
rndGen is being used in the different threads, and thus whether in fact threads 
might generate correlated random sequences.

Advice/thoughts/explanations?

Thanks & best wishes,

      -- Joe


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