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Topic: Multiple independent random number streams cannot be implemented.
Replies: 3   Last Post: Mar 16, 2013 3:13 AM

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Joseph Gwinn

Posts: 114
Registered: 2/23/05
Re: Multiple independent random number streams cannot be implemented.
Posted: Mar 15, 2013 1:46 AM
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In article <khsbbv$36f$1@smc.vnet.net>, Roger Wilson
<rogerhw999@gmail.com> wrote:

> Hopefully the title is enough of a red flag for someone to try to prove me
> wrong.
>
> I want to implement two functions; lets call them f and g so that they both
> return random numbers. For example...
>
> f[]:=RandomReal[];
> g[]:=RandomReal[];
>
> However I want f and g to return the same number when they're called for the
> nth time. So the first call to f is always the same number and the first
> call to g is always the same number.
>
> In the above case (on my machine)...
> SeedRandom[1]; {f[], g[]} gives {0.168697, 0.113119}
>
> and of course..
> SeedRandom[1]; {g[], f[]} gives the same {0.817389, 0.11142}
>
> Essentially I want f and g to to be independent random sources.
>
> It is possible to localize the random number generators using BlockRandom but
> I do not see how that helps me in this case. BlockRandom localizes the state
> of the random number generators within the block where as I want to localize them
> into the symbol names.


SeedRandom[1] tells Mathematica to always start with a seed of 1.

The problem is that Random has internal state, so for independence you
need multiple independent sets of internal state.

So f and g need to be in different BlockRandom domains.

Joe Gwinn




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