Monte carlo

Linear Congruency Considered Harmful

Recently I stumbled upon this Stack Overflow question. The question author was puzzled with why he doesn’t see any improvement in the resultant value of $\pi$ approximated using a parallel implementation of the well-known Monte Carlo method when he increase the number of OpenMP threads. His expectation was that, since the number of Monte Carlo trials that each thread performs was kept constant, adding more threads would increase linearly the sample size and therefore improve the precision of the approximation.