From ripley at stats.ox.ac.uk  Wed Feb 22 13:23:54 2012
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Wed, 22 Feb 2012 12:23:54 +0000
Subject: [Rd] OpenMP and random number generation
In-Reply-To: <A39D2681-A25E-4BD4-933F-A3AF706A4D6E@math.univ-montp2.fr>
References: <A39D2681-A25E-4BD4-933F-A3AF706A4D6E@math.univ-montp2.fr>
Message-ID: <4F44DE5A.7070502@stats.ox.ac.uk>

On 22/02/2012 08:23, Mathieu Ribatet wrote:
> Dear all,
>
> Now that R has OpenMP facilities,

Hmm, not exactly new.

> I'm trying to use it for my own package but I'm still wondering if it
is safe to use random number generation within a OpenMP block. I looked 
at the R writing extension document  both on the OpenMP and Random 
number generation but didn't find any information about that.
>
> Could someone tell me if it is safe or not please ?

Using threads in compiled code called from R (e.g. pthreads or OpenMP) 
is 'for experts only': we do not document which parts of R are or are 
not thread-safe except via making the sources available.  If you need to 
ask then it is not safe for you, and in particular it would be unsafe to 
call Get/PutRNGstate.

> Best,
> Mathieu
>
> -----------------------------------------------------------------
> I3M, UMR CNRS 5149
> Universite Montpellier II,
> 4 place Eugene Bataillon
> 34095 Montpellier cedex 5   France
> http://www.math.univ-montp2.fr/~ribatet
> Tel: + 33 (0)4 67 14 41 98

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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[Rd] OpenMP and random number generation
Prof Brian Ripley