| | import numpy as np
|
| | import numba as nb
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| |
|
| | from numpy.random import PCG64
|
| | from timeit import timeit
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| |
|
| | 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)
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| |
|
| | n = 10000
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| |
|
| | def numbacall():
|
| | return normalsj(n, state_addr)
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| |
|
| | rg = np.random.Generator(PCG64())
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| |
|
| | def numpycall():
|
| | return rg.normal(size=n)
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| |
|
| |
|
| | r1 = numbacall()
|
| | r2 = numpycall()
|
| | assert r1.shape == (n,)
|
| | assert r1.shape == r2.shape
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| |
|
| | 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')
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| |
|
| |
|
| |
|
| | 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
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| | mask |= mask >> 2
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| | mask |= mask >> 4
|
| | mask |= mask >> 8
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| | mask |= mask >> 16
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| |
|
| | val = next_u32(state) & mask
|
| | while val > delta:
|
| | val = next_u32(state) & mask
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| |
|
| | return lb + val
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| |
|
| |
|
| | 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)
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| |
|
| |
|
| | bounded_uints(323, 2394691, 10000000, ctypes_state.value)
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| |
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| |
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| |
|