85 lines
1.9 KiB
Python
85 lines
1.9 KiB
Python
import numpy as np
|
|
import numba as nb
|
|
|
|
from numpy.random import PCG64
|
|
from timeit import timeit
|
|
|
|
bit_gen = PCG64()
|
|
next_d = bit_gen.cffi.next_double
|
|
state_addr = bit_gen.cffi.state_address
|
|
|
|
def normals(n, state):
|
|
out = np.empty(n)
|
|
for i in range((n + 1) // 2):
|
|
x1 = 2.0 * next_d(state) - 1.0
|
|
x2 = 2.0 * next_d(state) - 1.0
|
|
r2 = x1 * x1 + x2 * x2
|
|
while r2 >= 1.0 or r2 == 0.0:
|
|
x1 = 2.0 * next_d(state) - 1.0
|
|
x2 = 2.0 * next_d(state) - 1.0
|
|
r2 = x1 * x1 + x2 * x2
|
|
f = np.sqrt(-2.0 * np.log(r2) / r2)
|
|
out[2 * i] = f * x1
|
|
if 2 * i + 1 < n:
|
|
out[2 * i + 1] = f * x2
|
|
return out
|
|
|
|
# Compile using Numba
|
|
normalsj = nb.jit(normals, nopython=True)
|
|
# Must use state address not state with numba
|
|
n = 10000
|
|
|
|
def numbacall():
|
|
return normalsj(n, state_addr)
|
|
|
|
rg = np.random.Generator(PCG64())
|
|
|
|
def numpycall():
|
|
return rg.normal(size=n)
|
|
|
|
# Check that the functions work
|
|
r1 = numbacall()
|
|
r2 = numpycall()
|
|
assert r1.shape == (n,)
|
|
assert r1.shape == r2.shape
|
|
|
|
t1 = timeit(numbacall, number=1000)
|
|
print(f'{t1:.2f} secs for {n} PCG64 (Numba/PCG64) gaussian randoms')
|
|
t2 = timeit(numpycall, number=1000)
|
|
print(f'{t2:.2f} secs for {n} PCG64 (NumPy/PCG64) gaussian randoms')
|
|
|
|
# example 2
|
|
|
|
next_u32 = bit_gen.ctypes.next_uint32
|
|
ctypes_state = bit_gen.ctypes.state
|
|
|
|
@nb.jit(nopython=True)
|
|
def bounded_uint(lb, ub, state):
|
|
mask = delta = ub - lb
|
|
mask |= mask >> 1
|
|
mask |= mask >> 2
|
|
mask |= mask >> 4
|
|
mask |= mask >> 8
|
|
mask |= mask >> 16
|
|
|
|
val = next_u32(state) & mask
|
|
while val > delta:
|
|
val = next_u32(state) & mask
|
|
|
|
return lb + val
|
|
|
|
|
|
print(bounded_uint(323, 2394691, ctypes_state.value))
|
|
|
|
|
|
@nb.jit(nopython=True)
|
|
def bounded_uints(lb, ub, n, state):
|
|
out = np.empty(n, dtype=np.uint32)
|
|
for i in range(n):
|
|
out[i] = bounded_uint(lb, ub, state)
|
|
|
|
|
|
bounded_uints(323, 2394691, 10000000, ctypes_state.value)
|
|
|
|
|