API: restructure and document numpy.random C-API (#14604)

* API: restructure and document numpy.random C-API

* DOC: fix bad reference

* API: ship, document, and start to test numpy.random C-API examples

* API, DOC, TST: fix tests, refactor documentation to include snippets

* BUILD: move public headers to numpy/core/include/numpy/random

* TST: ignore DeprecationWarnings in setuptools and numba

* DOC: document the C-API as used from Cython

2 files changed, 222 insertions, 0 deletions

diff --git a/numpy/core/include/numpy/random/bitgen.h b/numpy/core/include/numpy/random/bitgen.h
new file mode 100644
index 000000000..83c2858dd
--- /dev/null
+++ b/numpy/core/include/numpy/random/bitgen.h
@@ -0,0 +1,20 @@
+#ifndef _RANDOM_BITGEN_H
+#define _RANDOM_BITGEN_H
+
+#pragma once
+#include <stddef.h>
+#include <stdbool.h>
+#include <stdint.h>
+
+/* Must match the declaration in numpy/random/<any>.pxd */
+
+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;
+
+
+#endif
diff --git a/numpy/core/include/numpy/random/distributions.h b/numpy/core/include/numpy/random/distributions.h
new file mode 100644
index 000000000..e489e69b8
--- /dev/null
+++ b/numpy/core/include/numpy/random/distributions.h
@@ -0,0 +1,202 @@
+#ifndef _RANDOMDGEN__DISTRIBUTIONS_H_
+#define _RANDOMDGEN__DISTRIBUTIONS_H_
+
+#include "Python.h"
+#include "numpy/npy_common.h"
+#include <stddef.h>
+#include <stdbool.h>
+#include <stdint.h>
+
+#include "numpy/npy_math.h"
+#include "numpy/random/bitgen.h"
+
+/*
+ * RAND_INT_TYPE is used to share integer generators with RandomState which
+ * used long in place of int64_t. If changing a distribution that uses
+ * RAND_INT_TYPE, then the original unmodified copy must be retained for
+ * use in RandomState by copying to the legacy distributions source file.
+ */
+#ifdef NP_RANDOM_LEGACY
+#define RAND_INT_TYPE long
+#define RAND_INT_MAX LONG_MAX
+#else
+#define RAND_INT_TYPE int64_t
+#define RAND_INT_MAX INT64_MAX
+#endif
+
+#ifdef DLL_EXPORT
+#define DECLDIR __declspec(dllexport)
+#else
+#define DECLDIR extern
+#endif
+
+#ifndef MIN
+#define MIN(x, y) (((x) < (y)) ? x : y)
+#define MAX(x, y) (((x) > (y)) ? x : y)
+#endif
+
+#ifndef M_PI
+#define M_PI 3.14159265358979323846264338328
+#endif
+
+typedef struct s_binomial_t {
+  int has_binomial; /* !=0: following parameters initialized for binomial */
+  double psave;
+  RAND_INT_TYPE nsave;
+  double r;
+  double q;
+  double fm;
+  RAND_INT_TYPE m;
+  double p1;
+  double xm;
+  double xl;
+  double xr;
+  double c;
+  double laml;
+  double lamr;
+  double p2;
+  double p3;
+  double p4;
+} binomial_t;
+
+DECLDIR float random_standard_uniform_f(bitgen_t *bitgen_state);
+DECLDIR double random_standard_uniform(bitgen_t *bitgen_state);
+DECLDIR void random_standard_uniform_fill(bitgen_t *, npy_intp, double *);
+DECLDIR void random_standard_uniform_fill_f(bitgen_t *, npy_intp, float *);
+
+DECLDIR int64_t random_positive_int64(bitgen_t *bitgen_state);
+DECLDIR int32_t random_positive_int32(bitgen_t *bitgen_state);
+DECLDIR int64_t random_positive_int(bitgen_t *bitgen_state);
+DECLDIR uint64_t random_uint(bitgen_t *bitgen_state);
+
+DECLDIR double random_standard_exponential(bitgen_t *bitgen_state);
+DECLDIR float random_standard_exponential_f(bitgen_t *bitgen_state);
+DECLDIR double random_standard_exponential_zig(bitgen_t *bitgen_state);
+DECLDIR float random_standard_exponential_zig_f(bitgen_t *bitgen_state);
+DECLDIR void random_standard_exponential_fill(bitgen_t *, npy_intp, double *);
+DECLDIR void random_standard_exponential_fill_f(bitgen_t *, npy_intp, float *);
+DECLDIR void random_standard_exponential_zig_fill(bitgen_t *, npy_intp, double *);
+DECLDIR void random_standard_exponential_zig_fill_f(bitgen_t *, npy_intp, float *);
+
+DECLDIR double random_standard_normal(bitgen_t *bitgen_state);
+DECLDIR float random_standard_normal_f(bitgen_t *bitgen_state);
+DECLDIR void random_standard_normal_fill(bitgen_t *, npy_intp, double *);
+DECLDIR void random_standard_normal_fill_f(bitgen_t *, npy_intp, float *);
+DECLDIR double random_standard_gamma(bitgen_t *bitgen_state, double shape);
+DECLDIR float random_standard_gamma_f(bitgen_t *bitgen_state, float shape);
+
+DECLDIR double random_normal(bitgen_t *bitgen_state, double loc, double scale);
+
+DECLDIR double random_gamma(bitgen_t *bitgen_state, double shape, double scale);
+DECLDIR float random_gamma_f(bitgen_t *bitgen_state, float shape, float scale);
+
+DECLDIR double random_exponential(bitgen_t *bitgen_state, double scale);
+DECLDIR double random_uniform(bitgen_t *bitgen_state, double lower, double range);
+DECLDIR double random_beta(bitgen_t *bitgen_state, double a, double b);
+DECLDIR double random_chisquare(bitgen_t *bitgen_state, double df);
+DECLDIR double random_f(bitgen_t *bitgen_state, double dfnum, double dfden);
+DECLDIR double random_standard_cauchy(bitgen_t *bitgen_state);
+DECLDIR double random_pareto(bitgen_t *bitgen_state, double a);
+DECLDIR double random_weibull(bitgen_t *bitgen_state, double a);
+DECLDIR double random_power(bitgen_t *bitgen_state, double a);
+DECLDIR double random_laplace(bitgen_t *bitgen_state, double loc, double scale);
+DECLDIR double random_gumbel(bitgen_t *bitgen_state, double loc, double scale);
+DECLDIR double random_logistic(bitgen_t *bitgen_state, double loc, double scale);
+DECLDIR double random_lognormal(bitgen_t *bitgen_state, double mean, double sigma);
+DECLDIR double random_rayleigh(bitgen_t *bitgen_state, double mode);
+DECLDIR double random_standard_t(bitgen_t *bitgen_state, double df);
+DECLDIR double random_noncentral_chisquare(bitgen_t *bitgen_state, double df,
+                                           double nonc);
+DECLDIR double random_noncentral_f(bitgen_t *bitgen_state, double dfnum,
+                                   double dfden, double nonc);
+DECLDIR double random_wald(bitgen_t *bitgen_state, double mean, double scale);
+DECLDIR double random_vonmises(bitgen_t *bitgen_state, double mu, double kappa);
+DECLDIR double random_triangular(bitgen_t *bitgen_state, double left, double mode,
+                                 double right);
+
+DECLDIR RAND_INT_TYPE random_poisson(bitgen_t *bitgen_state, double lam);
+DECLDIR RAND_INT_TYPE random_negative_binomial(bitgen_t *bitgen_state, double n,
+                                 double p);
+
+DECLDIR int64_t random_binomial(bitgen_t *bitgen_state, double p,
+                                int64_t n, binomial_t *binomial);
+
+DECLDIR RAND_INT_TYPE random_logseries(bitgen_t *bitgen_state, double p);
+DECLDIR RAND_INT_TYPE random_geometric(bitgen_t *bitgen_state, double p);
+DECLDIR RAND_INT_TYPE random_zipf(bitgen_t *bitgen_state, double a);
+DECLDIR int64_t random_hypergeometric(bitgen_t *bitgen_state,
+                                      int64_t good, int64_t bad, int64_t sample);
+DECLDIR uint64_t random_interval(bitgen_t *bitgen_state, uint64_t max);
+
+/* Generate random uint64 numbers in closed interval [off, off + rng]. */
+DECLDIR uint64_t random_bounded_uint64(bitgen_t *bitgen_state, uint64_t off,
+                                       uint64_t rng, uint64_t mask,
+                                       bool use_masked);
+
+/* Generate random uint32 numbers in closed interval [off, off + rng]. */
+DECLDIR uint32_t random_buffered_bounded_uint32(bitgen_t *bitgen_state,
+                                                uint32_t off, uint32_t rng,
+                                                uint32_t mask, bool use_masked,
+                                                int *bcnt, uint32_t *buf);
+DECLDIR uint16_t random_buffered_bounded_uint16(bitgen_t *bitgen_state,
+                                                uint16_t off, uint16_t rng,
+                                                uint16_t mask, bool use_masked,
+                                                int *bcnt, uint32_t *buf);
+DECLDIR uint8_t random_buffered_bounded_uint8(bitgen_t *bitgen_state, uint8_t off,
+                                              uint8_t rng, uint8_t mask,
+                                              bool use_masked, int *bcnt,
+                                              uint32_t *buf);
+DECLDIR npy_bool random_buffered_bounded_bool(bitgen_t *bitgen_state, npy_bool off,
+                                              npy_bool rng, npy_bool mask,
+                                              bool use_masked, int *bcnt,
+                                              uint32_t *buf);
+
+DECLDIR void random_bounded_uint64_fill(bitgen_t *bitgen_state, uint64_t off,
+                                        uint64_t rng, npy_intp cnt,
+                                        bool use_masked, uint64_t *out);
+DECLDIR void random_bounded_uint32_fill(bitgen_t *bitgen_state, uint32_t off,
+                                        uint32_t rng, npy_intp cnt,
+                                        bool use_masked, uint32_t *out);
+DECLDIR void random_bounded_uint16_fill(bitgen_t *bitgen_state, uint16_t off,
+                                        uint16_t rng, npy_intp cnt,
+                                        bool use_masked, uint16_t *out);
+DECLDIR void random_bounded_uint8_fill(bitgen_t *bitgen_state, uint8_t off,
+                                       uint8_t rng, npy_intp cnt,
+                                       bool use_masked, uint8_t *out);
+DECLDIR void random_bounded_bool_fill(bitgen_t *bitgen_state, npy_bool off,
+                                      npy_bool rng, npy_intp cnt,
+                                      bool use_masked, npy_bool *out);
+
+DECLDIR void random_multinomial(bitgen_t *bitgen_state, RAND_INT_TYPE n, RAND_INT_TYPE *mnix,
+                                double *pix, npy_intp d, binomial_t *binomial);
+
+/* multivariate hypergeometric, "count" method */
+DECLDIR int random_mvhg_count(bitgen_t *bitgen_state,
+                              int64_t total,
+                              size_t num_colors, int64_t *colors,
+                              int64_t nsample,
+                              size_t num_variates, int64_t *variates);
+
+/* multivariate hypergeometric, "marginals" method */
+DECLDIR void random_mvhg_marginals(bitgen_t *bitgen_state,
+                                   int64_t total,
+                                   size_t num_colors, int64_t *colors,
+                                   int64_t nsample,
+                                   size_t num_variates, int64_t *variates);
+
+/* Common to legacy-distributions.c and distributions.c but not exported */
+
+RAND_INT_TYPE random_binomial_btpe(bitgen_t *bitgen_state,
+                                   RAND_INT_TYPE n,
+                                   double p,
+                                   binomial_t *binomial);
+RAND_INT_TYPE random_binomial_inversion(bitgen_t *bitgen_state,
+                                        RAND_INT_TYPE n,
+                                        double p,
+                                        binomial_t *binomial);
+double random_loggam(double x);
+static NPY_INLINE double next_double(bitgen_t *bitgen_state) {
+    return bitgen_state->next_double(bitgen_state->state);
+}
+
+#endif