C++ with OpenMP thread safe random numbers

Question

I am trying to draw some random points, and then calculate smth with them. I am using few threads, but my random is not so random as it supposed to be... I mean when I am using rand() I gets correct answer, but very slow(because of static rand), so I am using rand_r with seed, but the answer of my program is always wird.

double randomNumber(unsigned int seed, double a, double b) { return a + ((float)rand_r(&seed))/(float)(RAND_MAX) * (b-a); }

my program:

#pragma omp parallel for(int i = 0; i < points; i++){ seedX = (i+1) * time(NULL); seedY = (points - i) * time(NULL); punkt.x = randomNumber(seedX, minX, maxX); punkt.y = randomNumber(seedY, minY, maxY); ... }

I found some solution in other topics(some mt19937 generators etc), but i cant compile anything.

I am using g++ -fopenmp for compiling.(g++ (Ubuntu 4.8.2-19ubuntu1) 4.8.2)

edit:

seed = rand(); #pragma omp parallel for(int i = 0; i < points; i++){ punkt.x = randomNumber(seed, minX, maxX); punkt.y = randomNumber(seed, minY, maxY); ... }

Bathsheba · Accepted Answer · 2015-05-11 13:02:52Z

1

Re-seeding your generators within each iteration of the for loop is going to ruin their statistical properties.

Also, it's likely that you'll introduce correlation between your x and y values if you extract them using two linear congruential generators.

Keep it simple; use one generator, and one seed.

Going forward, I'd recommend you use mt19937 as it will have better properties still. Linear congruential generators can fail a chi squared test for autocorrelation which is particularly important if you are using it for an x, y plot.

answered May 11, 2015 at 13:02

Bathsheba

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5 Comments

user2771738 Over a year ago

I need using multy threads cause it is task for very big number of points, without threads it spending too much time. When I am using only seedX for both it also giving some wird answers. :(

Bathsheba Over a year ago

It will do if you seed more than once.

user2771738 Over a year ago

I am not sure if I understood properly. I updated code in first comment. It still doesn't works. For one seed variable which is calculated in each iteration. I even added thread number for seed in each thread

Bathsheba Over a year ago

For the third time, seed exactly once. Can you not see that you're re-seeding on every iteration? What do you think seeding achieves?

user2771738 Over a year ago

So I generated seed before loop(edit code) and now it is drawing same numbers everytime

didiz · Accepted Answer · 2017-04-22 08:34:10Z

I believe that others are trying to say is, seed one in constructor with srand(some number), then do not seed anymore.

class someRandomNumber {

}

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