Extending --------- The bit generators have been designed to be extendable using standard tools for high-performance Python -- numba and Cython. The :class:`numpy.random.Generator` object can also be used with user-provided bit generators as long as these export a small set of required functions. Numba ===== Numba can be used with either CTypes or CFFI. The current iteration of the bit generators all export a small set of functions through both interfaces. This example shows how numba can be used to produce Box-Muller normals using a pure Python implementation which is then compiled. The random numbers are provided by ``ctypes.next_double``. .. code-block:: python from randomgen import ChaCha import numpy as np import numba as nb x = ChaCha() f = x.ctypes.next_double s = x.ctypes.state state_addr = x.ctypes.state_address def normals(n, state): out = np.empty(n) for i in range((n+1)//2): x1 = 2.0*f(state) - 1.0 x2 = 2.0*f(state) - 1.0 r2 = x1*x1 + x2*x2 while r2 >= 1.0 or r2 == 0.0: x1 = 2.0*f(state) - 1.0 x2 = 2.0*f(state) - 1.0 r2 = x1*x1 + x2*x2 g = np.sqrt(-2.0*np.log(r2)/r2) out[2*i] = g*x1 if 2*i+1 < n: out[2*i+1] = g*x2 return out # Compile using Numba print(normals(10, s).var()) # Warm up normalsj = nb.jit(normals, nopython=True) # Must use state address not state with numba normalsj(1, state_addr) %timeit normalsj(1000000, state_addr) print('1,000,000 Box-Muller (numba/ChaCha) randoms') %timeit np.random.standard_normal(1000000) print('1,000,000 Box-Muller (NumPy) randoms') Both CTypes and CFFI allow the more complicated distributions to be used directly in Numba after compiling the file distributions.c into a DLL or so. An example showing the use of a more complicated distribution is in the examples folder. Cython ====== Cython can be used to unpack the ``PyCapsule`` provided by a bit generator. This example uses :class:`~randomgen.xoroshiro128.Xoroshiro128` and ``random_gauss_zig``, the Ziggurat-based generator for normals, to fill an array. The usual caveats for writing high-performance code using Cython -- removing bounds checks and wrap around, providing array alignment information -- still apply. .. code-block:: cython import numpy as np cimport numpy as np cimport cython from cpython.pycapsule cimport PyCapsule_IsValid, PyCapsule_GetPointer from randomgen.common cimport * from randomgen.distributions cimport random_gauss_zig from randomgen.xoroshiro128 import Xoroshiro128 @cython.boundscheck(False) @cython.wraparound(False) def normals_zig(Py_ssize_t n): cdef Py_ssize_t i cdef bitgen_t *rng cdef const char *capsule_name = "BitGenerator" cdef double[::1] random_values x = Xoroshiro128() capsule = x.capsule # Optional check that the capsule if from a BitGenerator if not PyCapsule_IsValid(capsule, capsule_name): raise ValueError("Invalid pointer to anon_func_state") # Cast the pointer rng = PyCapsule_GetPointer(capsule, capsule_name) random_values = np.empty(n) for i in range(n): # Call the function random_values[i] = random_gauss_zig(rng) randoms = np.asarray(random_values) return randoms The bit generator can also be directly accessed using the members of the bit generator's structure. .. code-block:: cython @cython.boundscheck(False) @cython.wraparound(False) def uniforms(Py_ssize_t n): cdef Py_ssize_t i cdef bitgen_t *rng cdef const char *capsule_name = "BitGenerator" cdef double[::1] random_values x = Xoroshiro128() capsule = x.capsule # Optional check that the capsule if from a BitGenerator if not PyCapsule_IsValid(capsule, capsule_name): raise ValueError("Invalid pointer to anon_func_state") # Cast the pointer rng = PyCapsule_GetPointer(capsule, capsule_name) random_values = np.empty(n) for i in range(n): # Call the function random_values[i] = rng.next_double(rng.state) randoms = np.asarray(random_values) return randoms These functions along with a minimal setup file are included in the examples folder. New Bit Generators ================== ``Generator`` can be used with other user-provided bit generators. The simplest way to write a new bit generator is to examine the pyx file of one of the existing bit generators. The key structure that must be provided is the ``capsule`` which contains a ``PyCapsule`` to a struct pointer of type ``bitgen_t``, .. code-block:: c typedef struct bitgen { void *state; uint64_t (*next_uint64)(void *st); uint32_t (*next_uint32)(void *st); double (*next_double)(void *st); uint64_t (*next_raw)(void *st); } bitgen_t; which provides 5 pointers. The first is an opaque pointer to the data structure used by the bit generator. The next three are function pointers which return the next 64- and 32-bit unsigned integers, the next random double and the next raw value. This final function is used for testing and so can be set to the next 64-bit unsigned integer function if not needed. Functions inside ``Generator`` use this structure as in .. code-block:: c bitgen_state->next_uint64(bitgen_state->state) Python BitGenerators ==================== :class:`~randomgen.wrapper.UserBitGenerator` is a utility class that lets users write bit generators in Python. While these are inherently low performance, this interface allows users to rapidly prototype a bit generator and to pass this bit generator to a ``Generator`` to generate variates from the full spectrum of distributions.