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| author | Charles Harris <charlesr.harris@gmail.com> | 2019-06-26 06:23:35 -0700 |
|---|---|---|
| committer | GitHub <noreply@github.com> | 2019-06-26 06:23:35 -0700 |
| commit | 34224c13a17c3f6f720c5eb2b953ebb3ad6b9f4a (patch) | |
| tree | 8966c344bb72053f4df9dd7cfed81dd7646694b4 /doc/source/reference/random/bit_generators | |
| parent | 60ede65d0d1ba546eb6da3764b55c061a11a7a80 (diff) | |
| parent | 5c5965c1ee5ab64c84a928aba6e728a54280d5d6 (diff) | |
| download | numpy-34224c13a17c3f6f720c5eb2b953ebb3ad6b9f4a.tar.gz | |
Merge pull request #13837 from mattip/seedsequence2
MAINT, BUG: fixes from seedsequence
Diffstat (limited to 'doc/source/reference/random/bit_generators')
| -rw-r--r-- | doc/source/reference/random/bit_generators/index.rst | 25 |
1 files changed, 23 insertions, 2 deletions
diff --git a/doc/source/reference/random/bit_generators/index.rst b/doc/source/reference/random/bit_generators/index.rst index 9907988fa..4540f60d9 100644 --- a/doc/source/reference/random/bit_generators/index.rst +++ b/doc/source/reference/random/bit_generators/index.rst @@ -12,6 +12,27 @@ setting the state, jumping or advancing the state, and for accessing low-level wrappers for consumption by code that can efficiently access the functions provided, e.g., `numba <https://numba.pydata.org>`_. +Supported BitGenerators +======================= + +The included BitGenerators are: + +* MT19937 - The standard Python BitGenerator. Adds a `~mt19937.MT19937.jumped` + function that returns a new generator with state as-if ``2**128`` draws have + been made. +* PCG-64 - Fast generator that support many parallel streams and + can be advanced by an arbitrary amount. See the documentation for + :meth:`~.PCG64.advance`. PCG-64 has a period of + :math:`2^{128}`. See the `PCG author's page`_ for more details about + this class of PRNG. +* Philox - a counter-based generator capable of being advanced an + arbitrary number of steps or generating independent streams. See the + `Random123`_ page for more details about this class of bit generators. + +.. _`PCG author's page`: http://www.pcg-random.org/ +.. _`Random123`: https://www.deshawresearch.com/resources_random123.html + + .. toctree:: :maxdepth: 1 @@ -33,8 +54,8 @@ generate BitGenerators that are correlated or overlap within a few samples. NumPy uses a `SeedSequence` class to mix the seed in a reproducible way that introduces the necessary entropy to produce independent and largely non- -overlapping streams. Small seeds may still be unable to reach all possible -initialization states, which can cause biases among an ensemble of small-seed +overlapping streams. Small seeds are unable to fill the complete range of +initializaiton states, and lead to biases among an ensemble of small-seed runs. For many cases, that doesn't matter. If you just want to hold things in place while you debug something, biases aren't a concern. For actual simulations whose results you care about, let ``SeedSequence(None)`` do its |
