Using I3SPRNGRandomService in distributed systems

Description:

I3SPRNGRandomService inherits from I3RandomService. I3SPRNGRandomService is intended for use in distributed systems but can also be used in a single processor environment.

About I3SPRNGRandomService

I3SPRNGRandomService is and implementation of the I3RandomService interface which uses the Scalable Pseudo-Random Number Generator (SPRNG) library in combination with GSL to generate statistically independent streams of pseudo-random number distributions. SPRNG was developed by Michael Mascagni, et al at Florida State University

The purpose of this implementation is to provide an I3RandomService that can be used in a distributed computing environment and minimizing correlation between parallel streams of numbers.

SPRNG uses a parameterized approach to generate independent streams rather than splitting or “leap-frog” approaches used in some parallel algorithms.

The basic approach for adapting sprng for use with gsl via a gsl_rng_type is based on code from Darren Wilkinson who wrote an MPI simple interface that doesn’t does not require configuration of streams.

Configuring the I3SPRNGRandomService

For reproducibility SPRNG requires that for each generator to be given in addition to the seed two other parameters which are used for determining the stream of random numbers and their state. It’s important that you use the same seed for different jobs of the same type. Each job sets a different stream number. The following are the parameters used to configure I3SPRNGRandomService:

• Seed: this determines the initial state of the rng.

• NStreams: the total number of streams used throughout the the entire computing environment. A single stream per process or instance of IceTray is assumed.

• StreamNum: the stream number [0,NStreams-1]. In most applications this would correspond to the proccess ID for an instance of IceTray.

Within IceTray the service is then added and configured using the syntax:

tray.AddService("I3SPRNGRandomServiceFactory",
                 Seed = 0,
                 NStreams = 2,
                 StreamNum = 1)