[Rd] OpenMP and random number generation

Petr Savicky savicky at cs.cas.cz
Wed Feb 22 16:29:53 CET 2012


> Now that R has OpenMP facilities, I'm trying to use it for my own package but I'm still wondering if it is safe to use random number generation within a OpenMP block. I looked at the R writing extension document  both on the OpenMP and Random number generation but didn't find any information about that.

Package CORElearn (i am a coauthor) uses random number generation
under OpenMP in C++. This requires to have a separate copy of the
generator with its own memory for each thread.

Do you want to use it in C or C++?

Petr Savicky.

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