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RNG should support concurrent generation #88

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kyonifer opened this Issue Oct 30, 2018 · 0 comments

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kyonifer commented Oct 30, 2018

For some applications such as Monte-Carlo, random number generation can be the bottleneck in performance. It would be useful to support a concurrent RNG that can generate numbers in multiple threads (probably using a fork join pool and/or coroutines) using all available cores and zip them back into a single stream for the requesting thread. This would probably only make sense for large arrays, so a hybrid single/multi-threaded approach may be appropriate.

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