diff options
Diffstat (limited to 'numpy/random/examples/numba/extending.py')
-rw-r--r-- | numpy/random/examples/numba/extending.py | 97 |
1 files changed, 52 insertions, 45 deletions
diff --git a/numpy/random/examples/numba/extending.py b/numpy/random/examples/numba/extending.py index d41c2d76f..0d240596b 100644 --- a/numpy/random/examples/numba/extending.py +++ b/numpy/random/examples/numba/extending.py @@ -1,14 +1,57 @@ -import datetime as dt - import numpy as np import numba as nb from numpy.random import PCG64 +from timeit import timeit + +bit_gen = PCG64() +next_d = bit_gen.cffi.next_double +state_addr = bit_gen.cffi.state_address + +def normals(n, state): + out = np.empty(n) + for i in range((n + 1) // 2): + x1 = 2.0 * next_d(state) - 1.0 + x2 = 2.0 * next_d(state) - 1.0 + r2 = x1 * x1 + x2 * x2 + while r2 >= 1.0 or r2 == 0.0: + x1 = 2.0 * next_d(state) - 1.0 + x2 = 2.0 * next_d(state) - 1.0 + r2 = x1 * x1 + x2 * x2 + f = np.sqrt(-2.0 * np.log(r2) / r2) + out[2 * i] = f * x1 + if 2 * i + 1 < n: + out[2 * i + 1] = f * x2 + return out + +# Compile using Numba +normalsj = nb.jit(normals, nopython=True) +# Must use state address not state with numba +n = 10000 + +def numbacall(): + return normalsj(n, state_addr) + +rg = np.random.Generator(PCG64()) -x = PCG64() -f = x.ctypes.next_uint32 -s = x.ctypes.state +def numpycall(): + return rg.normal(size=n) +# Check that the functions work +r1 = numbacall() +r2 = numpycall() +assert r1.shape == (n,) +assert r1.shape == r2.shape + +t1 = timeit(numbacall, number=1000) +print('{:.2f} secs for {} PCG64 (Numba/PCG64) gaussian randoms'.format(t1, n)) +t2 = timeit(numpycall, number=1000) +print('{:.2f} secs for {} PCG64 (NumPy/PCG64) gaussian randoms'.format(t2, n)) + +# example 2 + +next_u32 = bit_gen.ctypes.next_uint32 +ctypes_state = bit_gen.ctypes.state @nb.jit(nopython=True) def bounded_uint(lb, ub, state): @@ -19,14 +62,14 @@ def bounded_uint(lb, ub, state): mask |= mask >> 8 mask |= mask >> 16 - val = f(state) & mask + val = next_u32(state) & mask while val > delta: - val = f(state) & mask + val = next_u32(state) & mask return lb + val -print(bounded_uint(323, 2394691, s.value)) +print(bounded_uint(323, 2394691, ctypes_state.value)) @nb.jit(nopython=True) @@ -36,42 +79,6 @@ def bounded_uints(lb, ub, n, state): out[i] = bounded_uint(lb, ub, state) -bounded_uints(323, 2394691, 10000000, s.value) - -g = x.cffi.next_double -cffi_state = x.cffi.state -state_addr = x.cffi.state_address - - -def normals(n, state): - out = np.empty(n) - for i in range((n + 1) // 2): - x1 = 2.0 * g(state) - 1.0 - x2 = 2.0 * g(state) - 1.0 - r2 = x1 * x1 + x2 * x2 - while r2 >= 1.0 or r2 == 0.0: - x1 = 2.0 * g(state) - 1.0 - x2 = 2.0 * g(state) - 1.0 - r2 = x1 * x1 + x2 * x2 - f = np.sqrt(-2.0 * np.log(r2) / r2) - out[2 * i] = f * x1 - if 2 * i + 1 < n: - out[2 * i + 1] = f * x2 - return out +bounded_uints(323, 2394691, 10000000, ctypes_state.value) -print(normals(10, cffi_state).var()) -# Warm up -normalsj = nb.jit(normals, nopython=True) -normalsj(1, state_addr) - -start = dt.datetime.now() -normalsj(1000000, state_addr) -ms = 1000 * (dt.datetime.now() - start).total_seconds() -print('1,000,000 Polar-transform (numba/PCG64) randoms in ' - '{ms:0.1f}ms'.format(ms=ms)) - -start = dt.datetime.now() -np.random.standard_normal(1000000) -ms = 1000 * (dt.datetime.now() - start).total_seconds() -print('1,000,000 Polar-transform (NumPy) randoms in {ms:0.1f}ms'.format(ms=ms)) |