[Numpy-discussion] SFMT (faster mersenne twister)

Neal Becker ndbecker2 at gmail.com
Fri Sep 5 13:19:57 EDT 2014

Robert Kern wrote:

> 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).

You mean it's not backward compatible because it won't generate exactly the same 
sequence of output for a given seed, and therefore we wouldn't want to make that 

I think it's somewhat debatable whether generating a different sequence of 
random numbers counts as breaking backward compatibility. 

-- Those who don't understand recursion are doomed to repeat it

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