matlab - Matlab中并行循环中的不同(伪)随机数

Question

在并行循环中请求随机数总是返回相同的伪随机数。我怎样才能避免这种情况？

% workers initialization:
if matlabpool('size') == 0
    matlabpool('open',2);
else
    matlabpool('close');
    matlabpool('open',2);
end

% parallel loop always give the same random numbers...
parfor k = 1:10
    fprintf([num2str(rand(1,1)), ' ']);
end

一个理想的解决方案是通过 CPU 时间或类似方式在每个线程中初始化伪随机数生成器。 rng('shuffle') 之类的东西在这里似乎没有帮助...

控制台输出:

Sending a stop signal to all the workers ... stopped.
Starting matlabpool using the 'local' profile ... connected to 2 workers.
0.32457 0.66182 0.63488 0.64968 
0.26459 0.096779 0.50518 0.48662 0.034895 0.85227 

Answer 1

有documentation here关于这里的各种选择。这是您可以做一些接近的事情的一种方法。

numWorkers = matlabpool('size');
[streams{1:numWorkers}] = RandStream.create('mrg32k3a', ...
    'Seed', 'shuffle', 'NumStreams', numWorkers);
spmd
    RandStream.setGlobalStream(streams{labindex});
end

或者，为了避免在客户端创建所有流，您可以改为这样做:

rng('shuffle'); % shuffle the client
workerSeed = randi([0, 2^32-1]);
spmd
    stream = RandStream.create('mrg32k3a', ...
        'Seed', workerSeed, ...
        'NumStreams', numlabs, ...
        'StreamIndices', labindex);
    RandStream.setGlobalStream(stream);
end