On: Make your program slower with threads

[mjb]

Yes, absolutely. That can be done using the global state (i.e. calling rand() or random()), or is probably better done by pulling from the system entropy pool (via /dev/urandom on Linux).

[mbq → mjb]

Still no good; you can get spurious correlations between rng outputs on each core. You need something like L'Ecuyer RNG streams.

[ScottBurson → mbq]

Well, using /dev/urandom is a vast improvement over doing nothing.

But your point is well taken. People doing serious Monte Carlo simulations should probably use a more sophisticated RNG.