Distributed random on cluster

Question

I need a deterministic random number generator that maintains some sort of distribution (e.g. uniform or normal) that works over a cluster.

Boost::Random fulfils most of these requirements. Is there any way I can use it in a cluster while maintaining the distribution?

If there was an efficent way to advance the the number generator this would be ideal, however I cant find such a function. Obviously I can call the function repeatedly in a loop, but I'll need to do this several thousand times(possibly a lot more) on each node.

Any recommendation on how I can achieve this?

Answer 1

I may be missing something obvious here, but couldn't you just give each cluster's RNG a different (pseudo)randomly chosen seed? I think that would give you a uniform distribution over all clusters.

An alternative would be to have all random numbers dispensed from a single computer that acts as an RNG server, but that would probably be slow.