Our Monte Carlo code has been using Mersenne Twister for several years now. Thank you! I am currently in the process of modifying our C# code to run in parallel across several CPUs (currently I have changed our “for” loop to a “Parallel.For” loop). I see that Mersenne Twister has a “thread safe” option. I am interested in learning about what this means in terms of the random number sequence. Ideally we would like the same results to occur (given the same seed) if one or multiple CPUs are invoked. Will “thread safe” do this for us?
Thanks for any advice or suggestions you might have to offer.