Clever Geek Handbook

Generating random numbers with a stream using cython

I am trying to do cythonise something I have been doing that involves generating random numbers inside a parallelized loop. I wanted to use mtrand

, but since this is Python code, it cannot work from nogil

within a block and for some reason mtrand

.pyx is not visible for the rest of us to use.

I know I can use rand

or any other C RNG (for example gsl

); is there a more standard way?

+3


source to share


1 answer


You have formulated the situation correctly. At the time of this writing, you can do one of three things:

  • Change NumPy to allow ad sharing in mtrand.pxd

  • Use NumPy random generators through your default interface (perhaps you could have stored all random numbers outside the block beforehand nogil

    ?)

  • Use a random number generator written in C (or perhaps C ++ if you have Cython generating C ++ code).



Honestly, I will probably do the latter. If you can use C ++ 11, there are some good random number generators now included in the C ++ standard library that you could use.

+2


source






More articles:


All Articles