Best way to seed mt19937_64 for Monte Carlo simulations

Use std::random_device to generate the seed. It’ll provide non-deterministic random numbers, provided your implementation supports it. Otherwise it’s allowed to use some other random number engine. std::mt19937_64 prng; seed = std::random_device{}(); prng.seed(seed); operator() of std::random_device returns an unsigned int, so if your platform has 32-bit ints, and you want a 64-bit seed, you’ll need to … Read more

Is there an alternative to using time to seed a random number generation?

The rdtsc instruction is a pretty reliable (and random) seed. In Windows it’s accessible via the __rdtsc() intrinsic. In GNU C, it’s accessible via: unsigned long long rdtsc(){ unsigned int lo,hi; __asm__ __volatile__ (“rdtsc” : “=a” (lo), “=d” (hi)); return ((unsigned long long)hi << 32) | lo; } The instruction measures the total pseudo-cycles since … Read more

Should I use `random.seed` or `numpy.random.seed` to control random number generation in `scikit-learn`?

Should I use np.random.seed or random.seed? That depends on whether in your code you are using numpy’s random number generator or the one in random. The random number generators in numpy.random and random have totally separate internal states, so numpy.random.seed() will not affect the random sequences produced by random.random(), and likewise random.seed() will not affect … Read more

How can I retrieve the current seed of NumPy’s random number generator?

The short answer is that you simply can’t (at least not in general). The Mersenne Twister RNG used by numpy has 219937-1 possible internal states, whereas a single 64 bit integer has only 264 possible values. It’s therefore impossible to map every RNG state to a unique integer seed. You can get and set the … Read more

Is java.util.Random really that random? How can I generate 52! (factorial) possible sequences?

Selecting a random permutation requires simultaneously more and less randomness than what your question implies. Let me explain. The bad news: need more randomness. The fundamental flaw in your approach is that it’s trying to choose between ~2226 possibilities using 64 bits of entropy (the random seed). To fairly choose between ~2226 possibilities you’re going … Read more

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