[Numpy-discussion] SFMT (faster mersenne twister)

Robert Kern robert.kern at gmail.com
Fri Sep 5 07:13:33 EDT 2014


On Fri, Sep 5, 2014 at 12:05 PM, Neal Becker <ndbecker2 at gmail.com> wrote:
> Robert Kern wrote:
>
>> On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker <ndbecker2 at gmail.com> wrote:
>>> http://www.math.sci.hiroshima-u.ac.jp/~%20m-mat/MT/SFMT/index.html
>>
>> What would you like to say about it?
>>
>
> If it is faster (and at least as good), maybe we'd like to adopt it to replace
> that used for mtrand

It's a variant of the standard MT rather than just an implementation
of it, so we can't just drop it in. You will need to build the
infrastructure to support multiple PRNGs first (or rather, build the
infrastructure to reuse the non-uniform distribution code with
multiple core PRNGs).

-- 
Robert Kern



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