[Numpy-discussion] SFMT (faster mersenne twister)

Sturla Molden sturla.molden at gmail.com
Fri Sep 5 16:36:52 EDT 2014

On 05/09/14 19:19, Neal Becker wrote:
 >> 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
 > change?

I thought he meant that the standard MT and SFMT have global states, 
whereas NumPy's randomkit MT does not. Because of this, NumPy allows you 
to use multiple RandomState instances. With a vanilla MT or SFMT there 
would be just one.


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