Random number generator breaks when used in parallel

Question

I have a program in which I generate a lot of random numbers, and my program is very parallelizable. However, when I run it in parallel, it breaks. The source of the problem is related to the random number generation, which can be shown by running the code below (this is actually a lot slower to run in parallel than not, but it quickly demonstrates my problem). If you run this once, it appears to work fine. However, if you re-run the array creation part in F# interactive WITHOUT "let rnd = System.Random()", you get an array of zeroes. However, if it is not in parallel, you can re-run it as many times as you want with no problem.

let rnd = System.Random()
let arr=Array.Parallel.init 10000000 (fun s -> rnd.NextDouble())

There is probably something simple about parallel random number generation of which I am unaware.

I'd recommend creating one `Random` per thread, seeded with the current thread id. — Daniel, Jan 24 '14 at 17:44
I'm beginning to realize how dumb this question was, given all the information out there about it. The fact that it seemed to work the first time threw me off. — rytido, Jan 24 '14 at 18:35
Also http://stackoverflow.com/questions/3754170/random-number-generator-returning-zeros — Mauricio Scheffer, Jan 25 '14 at 16:13

score 3 · Accepted Answer · answered Jan 24 '14 at 17:55

In the documentation for the Random class it says that instance members are not guaranteed to be thread safe.

I found a blog entry that has some options for using Random in a thread-safe manner. http://blogs.msdn.com/b/pfxteam/archive/2009/02/19/9434171.aspx

Random number generator breaks when used in parallel

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