[Numpy-discussion] Suggestion: Port Theano RNG implementation to NumPy

[Frédéric Bastien]

Hi,

In a ticket I did a coment and Charles suggested that I post it here:

In Theano we have an C implementation of a faster RNG: MRG31k3p. It is
faster on CPU, and we have a GPU implementation. It would be
relatively easy to parallize on the CPU with OpenMP.

If someone is interested to port this to numpy, their wouldn't be any
dependency problem. No license problem as Theano license have the same
license as NumPy.

The speed difference is significant, but I don't recall numbers.

Fred