digitalmars.D.learn - parallel() and random number generation
- Joseph Rushton Wakeling (41/41) Jan 14 2013 Hello all,
- Nathan M. Swan (5/52) Jan 15 2013 It's thread-safe when you use std.concurrency; std.parallelism is
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
Jan 14 2013
On Monday, 14 January 2013 at 22:24:22 UTC, Joseph Rushton Wakeling wrote: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, -- JoeIt's thread-safe when you use std.concurrency; std.parallelism is _not_ really safe at all. NMS
Jan 15 2013