[Numpy-discussion] speed of random number generator compared to Julia

Pierre Haessig pierre.haessig at crans.org
Mon Apr 3 11:46:58 EDT 2017

Le 03/04/2017 à 15:52, Neal Becker a écrit :
> Take a look here:
> https://bashtage.github.io/ng-numpy-randomstate/doc/index.html
Thanks for the pointer. A very feature-full random generator package.

So it is indeed possible to have in Python/Numpy both the "advanced"
Mersenne Twister (dSFMT) at the lower level and the Ziggurat algorithm
for Gaussian transform on top. Perfect!

In an ideal world, this would be implemented by default in Numpy, but I
understand that this would break the reproducibility of existing codes.


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