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author | DongHun Kwak <dh0128.kwak@samsung.com> | 2020-12-31 09:38:55 +0900 |
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committer | DongHun Kwak <dh0128.kwak@samsung.com> | 2020-12-31 09:38:55 +0900 |
commit | 92fba4b9b454bc82b27770074a248dd685053832 (patch) | |
tree | 6ee53dfa05d52fbd824da6abc7d190485505f646 /numpy/random/_sfc64.pyx | |
parent | 295fa02e974b890f98bb7bf6a94045c2cd3f5f68 (diff) | |
download | python-numpy-92fba4b9b454bc82b27770074a248dd685053832.tar.gz python-numpy-92fba4b9b454bc82b27770074a248dd685053832.tar.bz2 python-numpy-92fba4b9b454bc82b27770074a248dd685053832.zip |
Imported Upstream version 1.18.0upstream/1.18.0
Diffstat (limited to 'numpy/random/_sfc64.pyx')
-rw-r--r-- | numpy/random/_sfc64.pyx | 144 |
1 files changed, 144 insertions, 0 deletions
diff --git a/numpy/random/_sfc64.pyx b/numpy/random/_sfc64.pyx new file mode 100644 index 000000000..1daee34f8 --- /dev/null +++ b/numpy/random/_sfc64.pyx @@ -0,0 +1,144 @@ +import numpy as np +cimport numpy as np + +from libc.stdint cimport uint32_t, uint64_t +from ._common cimport uint64_to_double +from numpy.random cimport BitGenerator + +__all__ = ['SFC64'] + +cdef extern from "src/sfc64/sfc64.h": + struct s_sfc64_state: + uint64_t s[4] + int has_uint32 + uint32_t uinteger + + ctypedef s_sfc64_state sfc64_state + uint64_t sfc64_next64(sfc64_state *state) nogil + uint32_t sfc64_next32(sfc64_state *state) nogil + void sfc64_set_seed(sfc64_state *state, uint64_t *seed) + void sfc64_get_state(sfc64_state *state, uint64_t *state_arr, int *has_uint32, uint32_t *uinteger) + void sfc64_set_state(sfc64_state *state, uint64_t *state_arr, int has_uint32, uint32_t uinteger) + + +cdef uint64_t sfc64_uint64(void* st) nogil: + return sfc64_next64(<sfc64_state *>st) + +cdef uint32_t sfc64_uint32(void *st) nogil: + return sfc64_next32(<sfc64_state *> st) + +cdef double sfc64_double(void* st) nogil: + return uint64_to_double(sfc64_next64(<sfc64_state *>st)) + + +cdef class SFC64(BitGenerator): + """ + SFC64(seed=None) + + BitGenerator for Chris Doty-Humphrey's Small Fast Chaotic PRNG. + + Parameters + ---------- + seed : {None, int, array_like[ints], SeedSequence}, optional + A seed to initialize the `BitGenerator`. If None, then fresh, + unpredictable entropy will be pulled from the OS. If an ``int`` or + ``array_like[ints]`` is passed, then it will be passed to + `SeedSequence` to derive the initial `BitGenerator` state. One may also + pass in a `SeedSequence` instance. + + Notes + ----- + ``SFC64`` is a 256-bit implementation of Chris Doty-Humphrey's Small Fast + Chaotic PRNG ([1]_). ``SFC64`` has a few different cycles that one might be + on, depending on the seed; the expected period will be about + :math:`2^{255}` ([2]_). ``SFC64`` incorporates a 64-bit counter which means + that the absolute minimum cycle length is :math:`2^{64}` and that distinct + seeds will not run into each other for at least :math:`2^{64}` iterations. + + ``SFC64`` provides a capsule containing function pointers that produce + doubles, and unsigned 32 and 64- bit integers. These are not + directly consumable in Python and must be consumed by a ``Generator`` + or similar object that supports low-level access. + + **State and Seeding** + + The ``SFC64`` state vector consists of 4 unsigned 64-bit values. The last + is a 64-bit counter that increments by 1 each iteration. + + The input seed is processed by `SeedSequence` to generate the first + 3 values, then the ``SFC64`` algorithm is iterated a small number of times + to mix. + + **Compatibility Guarantee** + + ``SFC64`` makes a guarantee that a fixed seed will always produce the same + random integer stream. + + References + ---------- + .. [1] `"PractRand" + <http://pracrand.sourceforge.net/RNG_engines.txt>`_ + .. [2] `"Random Invertible Mapping Statistics" + <http://www.pcg-random.org/posts/random-invertible-mapping-statistics.html>`_ + """ + + cdef sfc64_state rng_state + + def __init__(self, seed=None): + BitGenerator.__init__(self, seed) + self._bitgen.state = <void *>&self.rng_state + self._bitgen.next_uint64 = &sfc64_uint64 + self._bitgen.next_uint32 = &sfc64_uint32 + self._bitgen.next_double = &sfc64_double + self._bitgen.next_raw = &sfc64_uint64 + # Seed the _bitgen + val = self._seed_seq.generate_state(3, np.uint64) + sfc64_set_seed(&self.rng_state, <uint64_t*>np.PyArray_DATA(val)) + self._reset_state_variables() + + cdef _reset_state_variables(self): + self.rng_state.has_uint32 = 0 + self.rng_state.uinteger = 0 + + @property + def state(self): + """ + Get or set the PRNG state + + Returns + ------- + state : dict + Dictionary containing the information required to describe the + state of the PRNG + """ + cdef np.ndarray state_vec + cdef int has_uint32 + cdef uint32_t uinteger + + state_vec = <np.ndarray>np.empty(4, dtype=np.uint64) + sfc64_get_state(&self.rng_state, + <uint64_t *>np.PyArray_DATA(state_vec), + &has_uint32, &uinteger) + return {'bit_generator': self.__class__.__name__, + 'state': {'state': state_vec}, + 'has_uint32': has_uint32, + 'uinteger': uinteger} + + @state.setter + def state(self, value): + cdef np.ndarray state_vec + cdef int has_uint32 + cdef uint32_t uinteger + if not isinstance(value, dict): + raise TypeError('state must be a dict') + bitgen = value.get('bit_generator', '') + if bitgen != self.__class__.__name__: + raise ValueError('state must be for a {0} ' + 'RNG'.format(self.__class__.__name__)) + state_vec = <np.ndarray>np.empty(4, dtype=np.uint64) + state_vec[:] = value['state']['state'] + has_uint32 = value['has_uint32'] + uinteger = value['uinteger'] + sfc64_set_state(&self.rng_state, + <uint64_t *>np.PyArray_DATA(state_vec), + has_uint32, uinteger) |