Thanks for the pointer,
but randstate.pyx, which allows one to choose between differents RNGs,
offers the built-in python RNG as a python object.
on line 561 it does a
import random
rand = random.Random()
return rand
What I am looking for is a way to call the C function behind
random.random directly from Cython, thus saving the overhead of a
python call. check the performance difference of the two calls from
the cython snippets below:
%cython
%timeit
from random import random
cdef int i
for i in xrange(100000000):
random()
CPU time: 11.78 s, Wall time: 13.13 s
%cython
%timeit
cdef extern from "stdlib.h":
long c_libc_random "random"()
void c_libc_srandom "srandom"(unsigned int seed)
cdef int i
for i in xrange(100000000):
c_libc_random()
CPU time: 1.85 s, Wall time: 3.11 s
Now, the above code would suffice me if the documentation of
randstate.pyx didn't mention explicitly that the RNG from libc is of
poor quality and to be avoided. Moreover, by using the RNG built into
Python, I guarantee reproducibility across platforms (I think) and
avoid external dependencies...
On 3 nov, 15:55, Jason Grout <jason-s...@creativetrax.com> wrote:
> Flavio Coelho wrote:
> > Hi,
>
> > anyone know how could I access the Python's builtin mersenne twister
> > random number generator from Cython?
>
> > I'd like to generate random numbers in the interval [0,1[ faster than
> > by calling random.random(). I know the implementation of random.random
> > is in C, but there is the cost of a python call. I want something I
> > can define as a "cdef extern" in Cython.
>
> You might read the (very good) documentation and code in
> sage/misc/randstate.pyx.
>
> I just noticed that this file has not been converted to rest, so it is
> not in the reference manual. Ouch; it has such nice documentation!
>
> Thanks,
>
> Jason
>
> --
> Jason Grout
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