In comp.lang.fortran

http://www.velocityreviews.com/forums/(E-Mail Removed) wrote:

> In article <(E-Mail Removed)>,

> Harald Anlauf <(E-Mail Removed)> wrote:
(snip)

>>Does this mean that using different seeds will lead to

>>streams that are always statistically independent

>>(as long as one does not exhaust the RNG's period)?

>>Or are there restrictions on the possible combinations

>>of seeds?

> No. Without checking it more carefully, I can't say definitely,

> but it looks as if you would be very unlikely to notice a PRACTICAL

> association with two different seeds, provided that you throw

> away the first 10,000 or so numbers - and even that qualification

> may be unnecessary. But, unless I have some missed some subtlety,

> the sequences cannot be guaranteed to be pseudo-independent.
My biggest complaint about the current standard RANDOM_SEED

is that it doens't provide a way to get a reliably good

seed from a default (likely 32 bit) integer.

There are many generators with extrememly long periods,

and correspondingly long state. As the designers of the RNG

are the ones likely to know how to choose a good seed, it

would seem they would be the best ones to supply a good

seed generator.

> The only two methods I know of of guaranteeing pseudo-independence

> are using coprime sequences and by choosing them using the spectral

> test or equivalent. Even then, there are some qualifications on

> what is meant by pseudo-independence. However, in practice, it's

> rare to have trouble with high-quality generators.
Now, one can supply an array of the appropriate length to

RANDOM_SEED(PUT=...), but how to generate such an array

from a smaller seed? There is no way to know.

(snip)

> You need to be very careful to distinguish separate (i.e. disjoint)

> sequences from pseudo-independent ones, and FAR too many papers

> written by people who ought to know better confuse the two. Doing

> that is a common cause of seriously wrong answers in some types of

> calculation.
-- glen