Question

Currently, I have a main application in Fortran that need a seed to generate pseudo-random numbers.
I would like to run many (many) times this application with completely uncorrelated seeds (and furthermore completely independent pseudo-random numbers chains).

My question is : how to generate the seeds with C++ 2011 ?

Answer 1

In your main thread, extract a single seed (or seed sequence) from a good random source (e.g. from /dev/urandom on Linux). Use that data to seed a single root PRNG. Then use that PRNG to generate seed values for your thread-local PRNGs.

#include <random>
#include <vector>

typedef std::mt19937 rng_type;
std::uniform_int_distribution<rng_type::result_type> udist;

int main()
{
    rng_type rng;

    // seed rng first, and store the result in a log file:
    rng_type::result_type const root_seed = get_seed();
    rng.seed(root_seed);

    // make thread seeds:
    std::vector<rng_type::result_type> seeds(NUMBER_OF_THREADS);
    for (auto & n : seeds) { n = udist(rng); }

    // make threads...
}

The random number engine interface in <random> lets you seed both from a single integer and from a sequence of integers. If you want additional randomness, you can seed the mt19937 from a sequence of several hundred integers.