Sequential generation of random numbers on platforms with boost :: random

We have been using boost :: random for some time in our projects. The recently failed test unit interested me in one of its properties: the sequence of numbers generated in different versions of Boost may differ depending on the distribution used.

This behavior does not seem consistent across all distributions. In most cases, uniform distributions using RNGs with the same seed give the same results. Other distributions, such as normal

, lognormal

, binomial

and discrete

can show these differences.

I put together a simple C ++ program that shows the problem:

#include <iostream>
#include <boost/random.hpp>
#include <stdint.h>

void uniform() {
  uint32_t seed = 42;
  boost::mt19937 rng(seed);
  boost::random::uniform_real_distribution<double> distro(0., 1.);
  std::cout << "uniform" << std::endl;
  for (int i=0; i<10; ++i) {
    std::cout << distro(rng) << std::endl;
  }
}

void normal() {
  uint32_t seed = 42;
  boost::mt19937 rng(seed);
  boost::random::normal_distribution<double> distro(0., 1.);
  std::cout << "normal" << std::endl;
  for (int i=0; i<10; ++i) {
    std::cout << distro(rng) << std::endl;
  }
}

void discrete() {
  uint32_t seed = 42;
  boost::mt19937 rng(seed);
  std::vector<double> P;
  P.push_back(0.3);
  P.push_back(0.4);
  P.push_back(0.3);
  boost::random::discrete_distribution<uint64_t> distro(P.begin(), P.end());
  std::cout << "discrete" << std::endl;
  for (int i=0; i<10; ++i) {
    std::cout << distro(rng) << std::endl;
  }
}

int main() {
  uniform();
  normal();
  discrete();
}

      

        
        
        
      

    

This simple program will show different number sequences for Boost 1.56 (runs on OSX):

uniform
0.37454
0.796543
0.950714
0.183435
0.731994
0.779691
0.598658
0.59685
0.156019
0.445833
normal
-0.638714
-0.836808
-0.400566
-0.869232
-0.972045
-0.758932
-1.30435
1.22996
0.249399
0.286848
discrete
1
2
2
1
0
0
0
2
1
2

      

        
        
        
      

    

Or with Boost 1.50 (works on Ubuntu 12.10):

uniform
0.37454
0.796543
0.950714
0.183435
0.731994
0.779691
0.598658
0.59685
0.156019
0.445833
normal
-1.25821
1.2655
0.606347
-0.19401
-0.196366
-1.72826
-1.09713
-0.783069
0.604964
0.90255
discrete
2
1
2
1
1
0
1
1
0
1

      

        
        
        
      

    

Note that even distribution works as expected: i.e. the same seed generates a consistent sequence of numbers in both versions. Normal and discrete distributions do not behave the same.

Is there a way to "fix" this? That is, they have different platforms, generate exactly the same sequence regardless of the boost version?