Re: [Rd] OpenMP and random number generation

From: Petr Savicky <savicky_at_cs.cas.cz>
Date: Wed, 22 Feb 2012 16:29:53 +0100

Hi.

> 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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