The setRngDoMPI
function initializes the workers
of a doMPI cluster to use parallel random number generation.
To do this, it uses the "L'Ecuyer-CMRG"
RNG support provided by the base and parallel packages.
Specifically, the nextRNGStream
function is used to assign
each worker in the cluster to a different stream of random numbers.This function follows the outline presented in section 6 of
the vignette for the parallel package written by R-Core.
Note that the goal of setRngDoMPI
is to insure that the cluster
workers each generate different streams of random numbers, not to
insure repeatable results. For repeatable results, use the
doMPI-specific seed
option via the foreach
.options.mpi
argument. See doMPI-package
for
more information.