Parallel Random Number Generator

Question

Anna 2015-6-29

回答： Edric Ellis 2015-6-30

I would like to run simulations requiring random numbers on each worker. First, I create a random stream of numbers on each worker:

    parpool
    spmd
    s = RandStream.create(’mrg32k3a’,’NumStreams’,numlabs,’StreamIndices’,labindex); 
    RandStream.setGlobalStream(s);
    end

Then, I perform the simulations:

    spmd
    output = some_function(input); %%%this function uses rand() and randn(); 
    end

Am I correctly using RandStream to ensure statistically independent random numbers across workers? Can I combine the two spmd commands?

Answer 1

Edric Ellis 2015-6-30

Yes, I believe your code is correct, and is basically the same initialization that is already carried out by Parallel Computing Toolbox.

You can safely merge the two spmd blocks.