Parallel Random Number Generator
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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?
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Accepted Answer
Edric Ellis
on 30 Jun 2015
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.
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