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