The Rust Rand Book - Parallel RNGs has a very good summary about parallel RNGs. It also gives code examples using the rayon library. However, a few things to notice.
rand::ThreadRng (obtained by calling rand::thread_rng) is often used in code examples of parallel RNGs as it uses thread-local storage …
In pratice, the approach of separate RNGs with different seeds for threads/processes is widely used (even though theoretically those RNGs might have overlaping sequences, which is undesirable). For more discussions on this approach, please refer to The Rust Rand Book - Parallel RNGs and Seed Many RNGs in Rust . The …
Not all jobs are suitable for parallel computing. The more comminication that threads has to make, the more dependent the jobs are and the less efficient the parallel computing is.
Generally speaking, commercial softwares (Mathematica, MATLAB and Revolution R, etc.) have very good support on parallel computing.
Please refer …
A good summay is here.