Monte Carlo in GSL

Claudio attacc@sissa.it
Wed Feb 18 13:41:00 GMT 2004


Przemyslaw Sliwa wrote:

>Dear All,
>
>I am planning to do a Monte Carlo simulation using the GSL random number
>generators. Therefore I would like to ask you something:
>
>I have to simulate a function of one variable. This is a stochastic
>process. Therefore I have to use the random number generator
>gsl_ran_gaussian (const gsl_rng * r, double sigma).
>
>Additionally I have to solve certain nonlinear equation which depends on
>one variable and the nonlinear function is a stochastic process mentioned
>above. Therefore I have to simulate the value of this functio couple of
>times.
>
>The question is: Do I have to execute the statement
>
>  gsl_rng_env_setup();
>
>  T = gsl_rng_default;
>  r = gsl_rng_alloc (T);
>
>each time I compute the value of my function or just once at the beginning
>of the process where I solve the equation.
>
>  
>
You have to do this only at the beginning of you program

>My problem is: I want that the random numbers I generate are purelly
>random and not that the series of the numbers repeats.
>
>  
>
On a computer this is impossible but, you can use computer time function
to inizialize every time with a different seed.

for example

 time_t T;
 R = gsl_rng_alloc (gsl_rng_mt19937);
 S = (unsigned) time(&T);
 gsl_rng_set (R,S);

>Thanks a lot for your help,
>
>Przemyslaw
>
>
>  
>
Claudio

-- 
==========================================================
Claudio Attaccalite
PhD student in Condensed Matter Theory
S.I.S.S.A.
Via Beirut 2-4 34014 Grignano (TS)
email: attacc@sissa.it
ICQ number: 23970278
web site: www.freescience.info
=========================================================== 
A quart of ale is a dish for a king.                                                                                    -William Shakespeare                                                                Winter's Tale




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