Rayon and random number generator #398
Description
What is the best way to pass thread-safe/thread-local random number generator so we can execute distribution operation with multiple threads?
e.g . How can I run below code to generate normal distribution in parallel using rayon or alternate way?
fn normal(mu:f64, sigma: &Vec<f64>) -> Vec<f64> {
let mut rng = thread_rng();
let mut v = Vec::with_capacity(sigma.len());
for i in 0..sigma.len() {
let mut g = Normal::new(mu, sigma[i] ).unwrap();
v.push(g.ind_sample(&mut rng));
}
v
}
I tried using below code but due to mutable rng, it is not allowed.
fn normal(mu:f64, sigma: &Vec<f64>) -> Vec<f64> {
let mut rng = thread_rng();
let mut v = Vec::with_capacity(sigma.len());
(0..sigma)
.into_par_iter()
.map(|_| {
let mut g = Normal::new(mu, sigma[i] ).unwrap();
g.ind_sample(&mut rng)
})
.collect_into_vec(&mut v);
v
}