topic Re:Select a good seed for random numbers in Intel® oneAPI Math Kernel Library

Select a good seed for random numbers

JohnNichols — Tue, 07 Jul 2020 16:39:46 GMT

Does anybody have an idea as to the best method of picking a random seed so I get different random numbers each time --

TYPE (VSL_STREAM_STATE) :: stream n=1000000 nn=10 brng=VSL_BRNG_MCG31 method=VSL_RNG_METHOD_GAUSSIAN_ICDF seed=777 a=0.0 sigma=1.0 ! ***** Initialize ***** errcode=vslnewstream( stream, brng, seed ) call CheckVslError(errcode) ! ***** Call RNG ***** errcode=vdrnggaussian( method, stream, n, r, a, sigma) call CheckVslError(errcode)

This is not random from the program -- it has strong patterns - visible by eye

JohnNichols — Tue, 07 Jul 2020 17:13:57 GMT

Re: This is not random from the program -- it has strong patterns - visible by eye

JohnNichols — Tue, 07 Jul 2020 17:14:37 GMT

Re: This is not random from the program -- it has strong patterns - visible by eye

Re:Select a good seed for random numbers

Gennady_F_Intel — Thu, 09 Jul 2020 04:33:40 GMT

ok, we will ask RNG owners to look at this case and they will help to recognize the problem.

Re: This is not random from the program -- it has strong patterns - visible by eye

Pavel_D_Intel1 — Thu, 09 Jul 2020 07:19:13 GMT

Hi John,

Could you please clarify the problem a little bit – am I right that you don’t like a statistics of random numbers produced by MCG31M1 basic random number generator?

Actually this generator is one of the generators of the linear-congruential family that have quite simple algorithm of the state adjustment.

I can recommend to use modern generators form the Mersenne Twister family: MT19937/MT2203 or from the counter-based family: PHILOX4X32X10 / ARS5.

Best regards,
Pavel