randn not random in parfor loops

I hope I'm wrong guys,

I try a PARFOR loop with r2011b and I get a non random result (same non random walks [differents in the result set but same if I relaunch the execution])

code pattern //////

matlabpool local 8; parfor i1 = 1:100 ret = randn(1,5000); .......

//////////////

is there any bugs with this version?

it's enough to take off "matlabpool local 8;" in order to get a random result

Reg

Lorenzo

[John Fox]

I had the exact same problem. My for loops gave a different answer than my parfor loops. The reason is

http://www.mathworks.com/help/distcomp/repeat-random-numbers-in-parfor-loops.html

As described in Control Random Number Streams, each worker in a cluster has an independent random number generator stream. By default, therefore, each worker in a pool, and each iteration in a parfor-loop has a unique, independent set of random numbers. Subsequent runs of the parfor-loop generate different numbers.

 I fixed this with rng(123,'twister'). At least this worked for me.

Answer 1

[Daniel Shub]

You are correct and this is a good thing and consistent with the idea that MATLAB uses the same "seed" every time it starts. Peter Perkins gives a work around on Loren's blog

In that comment he says that

stream = RandStream('mrg32k3a');
parfor ii = 1:10
    set(stream,'Substream',ii);
    par(ii) = rand(stream);
end

will give the same result as

stream = RandStream('mrg32k3a');
for ii = 1:10
    set(stream,'Substream',ii);
    par(ii) = rand(stream);
end

he then goes on to talk about independent streams.