| from timeit import timeit |
|
|
| import numba as nb |
|
|
| import numpy as np |
| from numpy.random import PCG64 |
|
|
| 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 |
|
|
|
|
| |
| normalsj = nb.jit(normals, nopython=True) |
| |
| n = 10000 |
|
|
| def numbacall(): |
| return normalsj(n, state_addr) |
|
|
|
|
| rg = np.random.Generator(PCG64()) |
|
|
| def numpycall(): |
| return rg.normal(size=n) |
|
|
|
|
| |
| 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') |
|
|
| |
|
|
| 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) |
|
|