diff options
Diffstat (limited to 'numpy/random/mtrand.pyx')
| -rw-r--r-- | numpy/random/mtrand.pyx | 130 |
1 files changed, 107 insertions, 23 deletions
diff --git a/numpy/random/mtrand.pyx b/numpy/random/mtrand.pyx index eb263cd2d..683a771cc 100644 --- a/numpy/random/mtrand.pyx +++ b/numpy/random/mtrand.pyx @@ -5,19 +5,100 @@ import warnings import numpy as np -from .bounded_integers import _integers_types -from .mt19937 import MT19937 as _MT19937 from cpython.pycapsule cimport PyCapsule_IsValid, PyCapsule_GetPointer from cpython cimport (Py_INCREF, PyFloat_AsDouble) -from libc cimport string - cimport cython cimport numpy as np -from .bounded_integers cimport * -from .common cimport * -from .distributions cimport * -from .legacy_distributions cimport * +from libc cimport string +from libc.stdint cimport int64_t, uint64_t +from ._bounded_integers cimport (_rand_bool, _rand_int32, _rand_int64, + _rand_int16, _rand_int8, _rand_uint64, _rand_uint32, _rand_uint16, + _rand_uint8,) +from ._bounded_integers import _integers_types +from ._mt19937 import MT19937 as _MT19937 +from ._bit_generator cimport bitgen_t +from ._common cimport (POISSON_LAM_MAX, CONS_POSITIVE, CONS_NONE, + CONS_NON_NEGATIVE, CONS_BOUNDED_0_1, CONS_BOUNDED_GT_0_1, CONS_GTE_1, + CONS_GT_1, LEGACY_CONS_POISSON, + double_fill, cont, kahan_sum, cont_broadcast_3, + check_array_constraint, check_constraint, disc, discrete_broadcast_iii, + ) + +cdef extern from "include/distributions.h": + struct s_binomial_t: + int has_binomial + double psave + int64_t nsave + double r + double q + double fm + int64_t m + double p1 + double xm + double xl + double xr + double c + double laml + double lamr + double p2 + double p3 + double p4 + + ctypedef s_binomial_t binomial_t + + void random_standard_uniform_fill(bitgen_t* bitgen_state, np.npy_intp cnt, double *out) nogil + int64_t random_positive_int(bitgen_t *bitgen_state) nogil + double random_uniform(bitgen_t *bitgen_state, double lower, double range) nogil + double random_vonmises(bitgen_t *bitgen_state, double mu, double kappa) nogil + double random_laplace(bitgen_t *bitgen_state, double loc, double scale) nogil + double random_gumbel(bitgen_t *bitgen_state, double loc, double scale) nogil + double random_logistic(bitgen_t *bitgen_state, double loc, double scale) nogil + double random_rayleigh(bitgen_t *bitgen_state, double mode) nogil + double random_triangular(bitgen_t *bitgen_state, double left, double mode, + double right) nogil + uint64_t random_interval(bitgen_t *bitgen_state, uint64_t max) nogil + +cdef extern from "include/legacy-distributions.h": + struct aug_bitgen: + bitgen_t *bit_generator + int has_gauss + double gauss + + ctypedef aug_bitgen aug_bitgen_t + + double legacy_gauss(aug_bitgen_t *aug_state) nogil + double legacy_pareto(aug_bitgen_t *aug_state, double a) nogil + double legacy_weibull(aug_bitgen_t *aug_state, double a) nogil + double legacy_standard_gamma(aug_bitgen_t *aug_state, double shape) nogil + double legacy_normal(aug_bitgen_t *aug_state, double loc, double scale) nogil + double legacy_standard_t(aug_bitgen_t *aug_state, double df) nogil + + double legacy_standard_exponential(aug_bitgen_t *aug_state) nogil + double legacy_power(aug_bitgen_t *aug_state, double a) nogil + double legacy_gamma(aug_bitgen_t *aug_state, double shape, double scale) nogil + double legacy_power(aug_bitgen_t *aug_state, double a) nogil + double legacy_chisquare(aug_bitgen_t *aug_state, double df) nogil + double legacy_noncentral_chisquare(aug_bitgen_t *aug_state, double df, + double nonc) nogil + double legacy_noncentral_f(aug_bitgen_t *aug_state, double dfnum, double dfden, + double nonc) nogil + double legacy_wald(aug_bitgen_t *aug_state, double mean, double scale) nogil + double legacy_lognormal(aug_bitgen_t *aug_state, double mean, double sigma) nogil + int64_t legacy_random_binomial(bitgen_t *bitgen_state, double p, + int64_t n, binomial_t *binomial) nogil + int64_t legacy_negative_binomial(aug_bitgen_t *aug_state, double n, double p) nogil + int64_t legacy_random_hypergeometric(bitgen_t *bitgen_state, int64_t good, int64_t bad, int64_t sample) nogil + int64_t legacy_random_logseries(bitgen_t *bitgen_state, double p) nogil + int64_t legacy_random_poisson(bitgen_t *bitgen_state, double lam) nogil + int64_t legacy_random_zipf(bitgen_t *bitgen_state, double a) nogil + int64_t legacy_random_geometric(bitgen_t *bitgen_state, double p) nogil + void legacy_random_multinomial(bitgen_t *bitgen_state, long n, long *mnix, double *pix, np.npy_intp d, binomial_t *binomial) nogil + double legacy_standard_cauchy(aug_bitgen_t *state) nogil + double legacy_beta(aug_bitgen_t *aug_state, double a, double b) nogil + double legacy_f(aug_bitgen_t *aug_state, double dfnum, double dfden) nogil + double legacy_exponential(aug_bitgen_t *aug_state, double scale) nogil + double legacy_power(aug_bitgen_t *state, double a) nogil np.import_array() @@ -83,8 +164,8 @@ cdef class RandomState: See Also -------- Generator - mt19937.MT19937 - Bit_Generators + MT19937 + numpy.random.BitGenerator """ cdef public object _bit_generator @@ -329,7 +410,7 @@ cdef class RandomState: """ cdef double temp - return double_fill(&random_double_fill, &self._bitgen, size, self.lock, None) + return double_fill(&random_standard_uniform_fill, &self._bitgen, size, self.lock, None) def random(self, size=None): """ @@ -567,7 +648,7 @@ cdef class RandomState: See Also -------- - random.random_integers : similar to `randint`, only for the closed + random_integers : similar to `randint`, only for the closed interval [`low`, `high`], and 1 is the lowest value if `high` is omitted. @@ -985,7 +1066,7 @@ cdef class RandomState: .. note:: This is a convenience function for users porting code from Matlab, - and wraps `numpy.random.random_sample`. That function takes a + and wraps `random_sample`. That function takes a tuple to specify the size of the output, which is consistent with other NumPy functions like `numpy.zeros` and `numpy.ones`. @@ -1029,7 +1110,7 @@ cdef class RandomState: .. note:: This is a convenience function for users porting code from Matlab, - and wraps `numpy.random.standard_normal`. That function takes a + and wraps `standard_normal`. That function takes a tuple to specify the size of the output, which is consistent with other NumPy functions like `numpy.zeros` and `numpy.ones`. @@ -1289,8 +1370,8 @@ cdef class RandomState: The function has its peak at the mean, and its "spread" increases with the standard deviation (the function reaches 0.607 times its maximum at :math:`x + \\sigma` and :math:`x - \\sigma` [2]_). This implies that - `numpy.random.normal` is more likely to return samples lying close to - the mean, rather than those far away. + normal is more likely to return samples lying close to the mean, rather + than those far away. References ---------- @@ -3086,7 +3167,9 @@ cdef class RandomState: for i in range(cnt): _dp = (<double*>np.PyArray_MultiIter_DATA(it, 1))[0] _in = (<long*>np.PyArray_MultiIter_DATA(it, 2))[0] - (<long*>np.PyArray_MultiIter_DATA(it, 0))[0] = random_binomial(&self._bitgen, _dp, _in, &self._binomial) + (<long*>np.PyArray_MultiIter_DATA(it, 0))[0] = \ + legacy_random_binomial(&self._bitgen, _dp, _in, + &self._binomial) np.PyArray_MultiIter_NEXT(it) @@ -3099,7 +3182,8 @@ cdef class RandomState: if size is None: with self.lock: - return random_binomial(&self._bitgen, _dp, _in, &self._binomial) + return <long>legacy_random_binomial(&self._bitgen, _dp, _in, + &self._binomial) randoms = <np.ndarray>np.empty(size, int) cnt = np.PyArray_SIZE(randoms) @@ -3107,8 +3191,8 @@ cdef class RandomState: with self.lock, nogil: for i in range(cnt): - randoms_data[i] = random_binomial(&self._bitgen, _dp, _in, - &self._binomial) + randoms_data[i] = legacy_random_binomial(&self._bitgen, _dp, _in, + &self._binomial) return randoms @@ -3517,7 +3601,7 @@ cdef class RandomState: # Convert to int64, if necessary, to use int64 infrastructure ongood = ongood.astype(np.int64) onbad = onbad.astype(np.int64) - onbad = onbad.astype(np.int64) + onsample = onsample.astype(np.int64) out = discrete_broadcast_iii(&legacy_random_hypergeometric,&self._bitgen, size, self.lock, ongood, 'ngood', CONS_NON_NEGATIVE, onbad, 'nbad', CONS_NON_NEGATIVE, @@ -4070,7 +4154,7 @@ cdef class RandomState: # Fast, statically typed path: shuffle the underlying buffer. # Only for non-empty, 1d objects of class ndarray (subclasses such # as MaskedArrays may not support this approach). - x_ptr = <char*><size_t>x.ctypes.data + x_ptr = <char*><size_t>np.PyArray_DATA(x) stride = x.strides[0] itemsize = x.dtype.itemsize # As the array x could contain python objects we use a buffer @@ -4078,7 +4162,7 @@ cdef class RandomState: # within the buffer and erroneously decrementing it's refcount # when the function exits. buf = np.empty(itemsize, dtype=np.int8) # GC'd at function exit - buf_ptr = <char*><size_t>buf.ctypes.data + buf_ptr = <char*><size_t>np.PyArray_DATA(buf) with self.lock: # We trick gcc into providing a specialized implementation for # the most common case, yielding a ~33% performance improvement. |