Parfor/spmd with random numbers

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JohnDapper
JohnDapper 2016-2-2
In my code I want to run a function on each worker in parallel. The function is mexified C++ and (simply put) returns an image consisting of pixels with random intensity. Something like this:
parfor i = 1 : numiters
output(:,i) = myFn()
end
The trouble is that each output(:,i) is identical! Running the functions serially, like so:
for i = 1 : numiters
output(:,i) = myFn()
end
there are no troubles. Each output(:,i) is different. I thought that each worker is initialized with a random seed -- but I guess not. It seems that they are all initialized to the same seed. Any tips on how to overcome this issue?
Many thanks.
  4 个评论
Brendan Hamm
Brendan Hamm 2016-2-3
Cleve Moler had a nice blog post a while back about Parallel Random Number Generators.

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