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Merge pull request #50 from bashtage/xoroshiro
ENH: Add xoroshiro128+ prng
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| Original file line number | Diff line number | Diff line change |
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| .. _change-log: | ||
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| Change Log | ||
| ========== | ||
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| Version 1.11.1 | ||
| -------------- | ||
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| * Added xoroshiro128+ PRNG. This is an improved version of the xorshirt128+ | ||
| PRNG and should be used instead. In the long run, xorshift128+ will likely | ||
| be removed. | ||
| * Fixed DeprecationWarning when initializing a PRNG using a single element | ||
| array. | ||
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| Version 1.11 | ||
| ------------ | ||
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| * Update to recent changes in NumPy's RandomState | ||
| * Expose system entropy through :meth:`randomstate.entropy.random_entropy` | ||
| * Add vector initialization for all PRNGs | ||
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| Version 1.10.1 | ||
| -------------- | ||
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| * Added support for jumping the MRG32K3A generator | ||
| * Added support for jumping the dSFMT generator | ||
| * Update to recent changes in NumPy's RandomState | ||
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| Version 1.10 | ||
| ------------ | ||
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| * This is the initial release with compatibility with NumPy 1.10 |
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,91 @@ | ||
| XorShift128+ Randomstate | ||
| ************************ | ||
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| .. currentmodule:: randomstate.prng.xoroshiro128plus | ||
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| Random generator | ||
| ================ | ||
| .. autoclass:: | ||
| RandomState | ||
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| .. autosummary:: | ||
| :toctree: generated/ | ||
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| seed | ||
| get_state | ||
| set_state | ||
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| Parallel generation | ||
| =================== | ||
| .. autosummary:: | ||
| :toctree: generated/ | ||
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| jump | ||
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| Simple random data | ||
| ================== | ||
| .. autosummary:: | ||
| :toctree: generated/ | ||
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| rand | ||
| randn | ||
| randint | ||
| random_integers | ||
| random_sample | ||
| random | ||
| ranf | ||
| sample | ||
| choice | ||
| bytes | ||
| random_uintegers | ||
| random_raw | ||
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| Permutations | ||
| ============ | ||
| .. autosummary:: | ||
| :toctree: generated/ | ||
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| shuffle | ||
| permutation | ||
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| Distributions | ||
| ============= | ||
| .. autosummary:: | ||
| :toctree: generated/ | ||
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| beta | ||
| binomial | ||
| chisquare | ||
| dirichlet | ||
| exponential | ||
| f | ||
| gamma | ||
| geometric | ||
| gumbel | ||
| hypergeometric | ||
| laplace | ||
| logistic | ||
| lognormal | ||
| logseries | ||
| multinomial | ||
| multivariate_normal | ||
| negative_binomial | ||
| noncentral_chisquare | ||
| noncentral_f | ||
| normal | ||
| pareto | ||
| poisson | ||
| power | ||
| rayleigh | ||
| standard_cauchy | ||
| standard_exponential | ||
| standard_gamma | ||
| standard_normal | ||
| standard_t | ||
| triangular | ||
| uniform | ||
| vonmises | ||
| wald | ||
| weibull | ||
| zipf |
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38 changes: 38 additions & 0 deletions
38
randomstate/interface/xoroshiro128plus/xoroshiro128plus-shim.c
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| Original file line number | Diff line number | Diff line change |
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| #include "xoroshiro128plus-shim.h" | ||
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| extern inline uint32_t random_uint32(aug_state* state); | ||
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| extern inline uint64_t random_uint64(aug_state* state); | ||
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| extern inline double random_double(aug_state* state); | ||
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| extern inline uint64_t random_raw_values(aug_state* state); | ||
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| void set_seed(aug_state* state, uint64_t seed) | ||
| { | ||
| xoroshiro128plus_seed(state->rng, seed); | ||
| } | ||
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| void set_seed_by_array(aug_state* state, uint64_t *vals, int count) | ||
| { | ||
| xoroshiro128plus_seed_by_array(state->rng, vals, count); | ||
| } | ||
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| void entropy_init(aug_state* state) | ||
| { | ||
| uint64_t seed[1]; | ||
| entropy_fill((void*) seed, sizeof(seed)); | ||
| xoroshiro128plus_seed(state->rng, seed[0]); | ||
| } | ||
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| void jump_state(aug_state* state) | ||
| { | ||
| xoroshiro128plus_jump(state->rng); | ||
| } | ||
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| void init_state(aug_state* state, uint64_t* state_vals) | ||
| { | ||
| xoroshiro128plus_init_state(state->rng, *(state_vals), *(state_vals + 1)); | ||
| } | ||
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