mkl_random -- a NumPy-based Python interface to Intel (R) MKL Random Number Generation functionality
mkl_random has started as Intel (R) Distribution for Python optimizations for NumPy.
Per NumPy's community suggestions, voiced in https://github.com/numpy/numpy/pull/8209, it is being released as a stand-alone package.
mkl_random can be installed into conda environment from Intel's channel on Anaconda cloud:
conda install -c intel mkl_random
mkl_random is not fixed-seed backward compatible drop-in replacement for
numpy.random, meaning that it implements sampling from the same distributions as
For distributions directly supported in Intel (R) Math Kernel Library (MKL),
method keyword is supported:
mkl_random.standard_normal(size=(10**5, 10**3), method='BoxMuller')
mkl_random exposes different basic random number generation algorithms available in MKL. For example to use
For generator families, such that
MT2203 and Wichmann-Hill, a particular member of the family can be chosen by specifying
brng=('WH', 3), etc.
See MKL reference guide for more details: https://software.intel.com/en-us/mkl-developer-reference-c-random-number-generators