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

Neal Becker ndbecker2 at gmail.com
Mon Apr 3 11:49:19 EDT 2017


I think the intention is that this is the next gen of numpy randomstate,
and will eventually be merged in.

On Mon, Apr 3, 2017 at 11:47 AM Pierre Haessig <pierre.haessig at crans.org>
wrote:

>
> 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.
>
> best,
> Pierre
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