I am given to believe that random number generators (RNGs) should only be seeded once to ensure that the distribution of results is as intended.
I am writing a Monte Carlo simulation in C++ which consists of a main function ("A") calling another function ("B") several times, where a large quantity of random numbers is generated in B.
Currently, I am doing the following in B:
void B(){
std::array<int, std::mt19937::state_size> seed_data;
std::random_device r;
std::generate(seed_data.begin(), seed_data.end(), std::ref(r));
std::seed_seq seq(std::begin(seed_data), std::end(seed_data)); //perform warmup
std::mt19937 eng(seq);
std::uniform_real_distribution<> randU(0,1);
double myRandNum = randU(eng);
//do stuff with my random number
}
As you can see, I am creating a new random number generator each time I call the function B. This, as far as I can see, is a waste of time - the RNG can still generate a lot more random numbers!
I have experimented with making "eng" extern but this generates an error using g++:
error: ‘eng’ has both ‘extern’ and initializer extern std::mt19937 eng(seq);
How can I make the random number generator "global" so that I can use it many times?
Aucun commentaire:
Enregistrer un commentaire