79 lines
2.2 KiB
Cython
79 lines
2.2 KiB
Cython
![]() |
#!/usr/bin/env python3
|
||
|
#cython: language_level=3
|
||
|
|
||
|
from libc.stdint cimport uint32_t
|
||
|
from cpython.pycapsule cimport PyCapsule_IsValid, PyCapsule_GetPointer
|
||
|
|
||
|
import numpy as np
|
||
|
cimport numpy as np
|
||
|
cimport cython
|
||
|
|
||
|
from numpy.random cimport bitgen_t
|
||
|
from numpy.random import PCG64
|
||
|
|
||
|
np.import_array()
|
||
|
|
||
|
|
||
|
@cython.boundscheck(False)
|
||
|
@cython.wraparound(False)
|
||
|
def uniform_mean(Py_ssize_t n):
|
||
|
cdef Py_ssize_t i
|
||
|
cdef bitgen_t *rng
|
||
|
cdef const char *capsule_name = "BitGenerator"
|
||
|
cdef double[::1] random_values
|
||
|
cdef np.ndarray randoms
|
||
|
|
||
|
x = PCG64()
|
||
|
capsule = x.capsule
|
||
|
if not PyCapsule_IsValid(capsule, capsule_name):
|
||
|
raise ValueError("Invalid pointer to anon_func_state")
|
||
|
rng = <bitgen_t *> PyCapsule_GetPointer(capsule, capsule_name)
|
||
|
random_values = np.empty(n)
|
||
|
# Best practice is to acquire the lock whenever generating random values.
|
||
|
# This prevents other threads from modifying the state. Acquiring the lock
|
||
|
# is only necessary if the GIL is also released, as in this example.
|
||
|
with x.lock, nogil:
|
||
|
for i in range(n):
|
||
|
random_values[i] = rng.next_double(rng.state)
|
||
|
randoms = np.asarray(random_values)
|
||
|
return randoms.mean()
|
||
|
|
||
|
|
||
|
# This function is declared nogil so it can be used without the GIL below
|
||
|
cdef uint32_t bounded_uint(uint32_t lb, uint32_t ub, bitgen_t *rng) nogil:
|
||
|
cdef uint32_t mask, delta, val
|
||
|
mask = delta = ub - lb
|
||
|
mask |= mask >> 1
|
||
|
mask |= mask >> 2
|
||
|
mask |= mask >> 4
|
||
|
mask |= mask >> 8
|
||
|
mask |= mask >> 16
|
||
|
|
||
|
val = rng.next_uint32(rng.state) & mask
|
||
|
while val > delta:
|
||
|
val = rng.next_uint32(rng.state) & mask
|
||
|
|
||
|
return lb + val
|
||
|
|
||
|
|
||
|
@cython.boundscheck(False)
|
||
|
@cython.wraparound(False)
|
||
|
def bounded_uints(uint32_t lb, uint32_t ub, Py_ssize_t n):
|
||
|
cdef Py_ssize_t i
|
||
|
cdef bitgen_t *rng
|
||
|
cdef uint32_t[::1] out
|
||
|
cdef const char *capsule_name = "BitGenerator"
|
||
|
|
||
|
x = PCG64()
|
||
|
out = np.empty(n, dtype=np.uint32)
|
||
|
capsule = x.capsule
|
||
|
|
||
|
if not PyCapsule_IsValid(capsule, capsule_name):
|
||
|
raise ValueError("Invalid pointer to anon_func_state")
|
||
|
rng = <bitgen_t *>PyCapsule_GetPointer(capsule, capsule_name)
|
||
|
|
||
|
with x.lock, nogil:
|
||
|
for i in range(n):
|
||
|
out[i] = bounded_uint(lb, ub, rng)
|
||
|
return np.asarray(out)
|