OT: Amusing(!) bug

OT: Amusing(!) bug

[tmoran]

Seen on a recent FAQ:

>Q: Why do all workers in my distributed MATLAB jobs (e.g.  Monte Carlo
>simulations) use the same sequence of random numbers?
>
>A: By default MATLAB initializes its random number generator at startup
>based on the system time.  Since all nodes in the cluster have
>synchronized clocks, if your job starts up simultaneously on multiple
>nodes those jobs will proceed through the same sequence of random numbers.

Re: OT: Amusing(!) bug

[Dmitry A. Kazakov]

On Wed, 12 Mar 2014 20:30:30 +0000 (UTC), tmoran@acm.org wrote:

> Seen on a recent FAQ:
> 
>>Q: Why do all workers in my distributed MATLAB jobs (e.g.  Monte Carlo
>>simulations) use the same sequence of random numbers?
>>
>>A: By default MATLAB initializes its random number generator at startup
>>based on the system time.  Since all nodes in the cluster have
>>synchronized clocks, if your job starts up simultaneously on multiple
>>nodes those jobs will proceed through the same sequence of random numbers.

Hmm, the clocks must have extremely poor precision for this to happen.

Typically on an Intel board the clock resolution is around few nanoseconds.
Without special hardware one could synchronize clocks over the LAN, with
tight round trip times, down to microseconds. But clocks deviate at the
speed about 5 microseconds per second and must be resynchronized
periodically.

The explanation given, if true, means that they use the time services
brain-dead wrong.

However, I have a much simpler theory. The user probably runs his model in
the simulation time, which naturally starts at 0 in all nodes...

-- 
Regards,
Dmitry A. Kazakov
http://www.dmitry-kazakov.de