| | from timeit import timeit |
| |
|
| | import numba as nb |
| |
|
| | import numpy as np |
| | from numpy.random import PCG64 |
| |
|
| | bit_gen = PCG64() |
| | next_d = bit_gen.cffi.next_double |
| | state_addr = bit_gen.cffi.state_address |
| |
|
| | def normals(n, state): |
| | out = np.empty(n) |
| | for i in range((n + 1) // 2): |
| | x1 = 2.0 * next_d(state) - 1.0 |
| | x2 = 2.0 * next_d(state) - 1.0 |
| | r2 = x1 * x1 + x2 * x2 |
| | while r2 >= 1.0 or r2 == 0.0: |
| | x1 = 2.0 * next_d(state) - 1.0 |
| | x2 = 2.0 * next_d(state) - 1.0 |
| | r2 = x1 * x1 + x2 * x2 |
| | f = np.sqrt(-2.0 * np.log(r2) / r2) |
| | out[2 * i] = f * x1 |
| | if 2 * i + 1 < n: |
| | out[2 * i + 1] = f * x2 |
| | return out |
| |
|
| |
|
| | |
| | normalsj = nb.jit(normals, nopython=True) |
| | |
| | n = 10000 |
| |
|
| | def numbacall(): |
| | return normalsj(n, state_addr) |
| |
|
| |
|
| | rg = np.random.Generator(PCG64()) |
| |
|
| | def numpycall(): |
| | return rg.normal(size=n) |
| |
|
| |
|
| | |
| | r1 = numbacall() |
| | r2 = numpycall() |
| | assert r1.shape == (n,) |
| | assert r1.shape == r2.shape |
| |
|
| | t1 = timeit(numbacall, number=1000) |
| | print(f'{t1:.2f} secs for {n} PCG64 (Numba/PCG64) gaussian randoms') |
| | t2 = timeit(numpycall, number=1000) |
| | print(f'{t2:.2f} secs for {n} PCG64 (NumPy/PCG64) gaussian randoms') |
| |
|
| | |
| |
|
| | next_u32 = bit_gen.ctypes.next_uint32 |
| | ctypes_state = bit_gen.ctypes.state |
| |
|
| | @nb.jit(nopython=True) |
| | def bounded_uint(lb, ub, state): |
| | mask = delta = ub - lb |
| | mask |= mask >> 1 |
| | mask |= mask >> 2 |
| | mask |= mask >> 4 |
| | mask |= mask >> 8 |
| | mask |= mask >> 16 |
| |
|
| | val = next_u32(state) & mask |
| | while val > delta: |
| | val = next_u32(state) & mask |
| |
|
| | return lb + val |
| |
|
| |
|
| | print(bounded_uint(323, 2394691, ctypes_state.value)) |
| |
|
| |
|
| | @nb.jit(nopython=True) |
| | def bounded_uints(lb, ub, n, state): |
| | out = np.empty(n, dtype=np.uint32) |
| | for i in range(n): |
| | out[i] = bounded_uint(lb, ub, state) |
| |
|
| |
|
| | bounded_uints(323, 2394691, 10000000, ctypes_state.value) |
| |
|