Create variable number of random streams (unique, deterministic, independent)

For our simulations, we wish to have repeatable (pseudo-)random number generation.

The problem with using a "global " random stream is that it is possibly shared with other MATLAB processes, which can corrput (make non-repeatable) the random generation.

Now, this is solved in part by the 'NumStreams' argument to RandStream.create, e.g.:

[s1,s2,s3,s4] = RandStream.create('mrg32k3a','NumStreams',4)

This creates four unique, deterministic, independent random number streams.

The problem: The left hand side is fixed at four elements.

The question: How do I generalize this to handle a variable number of random number streams? For example:

[???] = RandStream.create('mrg32k3a','NumStreams',K)

I can think of some ad hoc approaches (e.g. using one stream to generate seeds for the remaining streams) but I worry about true independence of the streams.

Answer 1

[Steven Lord]

See the "Substreams" and "Restore State of Random Number Generator to Reproduce Output" sections on this documentation page for more information.

[AJ]

Thanks, glad to know it was right there the whole time. : )

And thanks, Steven, for your plethora of contributions over the years; you've been a constant force of good for as long as I can remember using Answers, and the forum that preceded it.

Answer 2

[AJ]

With some experimentation, the use of cell arrays is a one solution:

K = 4;
myStreams = cell(1,K);
[myStreams{:}] = RandStream.create('mrg32k3a','NumStreams',K)

I would have preferred a standard array (rather than a cell array), but "Concatenation of RandStream objects is not allowed. Use a cell array to contain multiple objects."