Streamline random number generation for Monte Carlo integration

Question

Im trying to write something that very quickly calculates random numbers and can be applied to multiple threads. My current code is:

/* Approximating PI using a Monte-Carlo method. */

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <time.h>
#include <omp.h>
#define N 1000000000  /* As lareg as possible for increased accuracy */

double random_function(void);

int main(void)
{
   int i = 0;
    double X, Y;
   double count_inside_temp = 0.0, count_inside = 0.0;
   unsigned int th_id = omp_get_thread_num();
   #pragma omp parallel private(i, X, Y) firstprivate(count_inside_temp)
   {
      srand(th_id);
      #pragma omp for schedule(static)
      for (i = 0; i <= N; i++) {
         X = 2.0 * random_function() - 1.0;
         Y = 2.0 * random_function() - 1.0;
         if ((X * X) + (Y * Y) < 1.0) {
        count_inside_temp += 1.0;
     }
  }
  #pragma omp atomic
      count_inside += count_inside_temp;
   }
   printf("Approximation to PI is = %.10lf\n", (count_inside * 4.0)/ N);
   return 0;
}

double random_function(void)
{
   return ((double) rand() / (double) RAND_MAX);
}

This works, but, watching the resource manager, I know that it does not use all threads. Does rand () work for multi-threaded code? And if there is no good alternative? Many thanks. Jack

Answer 1

Is the rand()thread safe? Maybe, maybe not:

The rand () function does not have to be reentrant. A function that is not reentrant is not required for streaming protection.

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