问题
I am working with Monte Carlo simulations to find the decimal places of PI. So far so good but OpenMP came in and I realize that ran2, arguably the best RGN, is not threadsafe! The implementation is here. Since I have not worked with OpenMP and neither a lot on multi-threading I am stuck at making this thread safe using OpenMP.
So far what I know is that a function is already thread-safe if it doesn't modify non-local memory and it doesn't call any function that does. In this case, there are 3 variables which are static and thus will be modified if gets used by different threads.
One possible solution is to call this in a thread safe way by enclosing the calling of ran2 in a critical section but that makes no sense as I get no speedup.
Can somebody give me pointers on how to proceed with this or if somebody has any reference that will be great too!
回答1:
What is generally done to render a procedure thread safe is to associate previously static data to a thread local data. Look for instance at the man page of rand_r() that is a thread safe version of rand().
So in your version of L'Ecuyer:
define a struct (say state) that holds the static data
redefine procedure ran2() to have an additional parameter that is a pointer to this struct state and modify the code accordingly. Let ran2_r() be the new name.
define in every thread a local struct state to hold the state
probably state needs to be seeded. You can use get_thread_num() to provide a per thread seed to initialize properly the state when entering the thread.
Now you just need to call your new ran2_r() with a pointer to this state. It will be modified by the procedure, but modifications will be stored in the thread local state var.
来源：https://stackoverflow.com/questions/56697829/random-number-generator-of-lecuyer-with-bays-durham