Re: [Numpy-discussion] Question about optimizing random_standard_normal

2021-02-06 Thread camel-cdr
‐‐‐ Original Message ‐‐‐ On Saturday, February 6, 2021 3:29 PM, Robert Kern wrote: > On Sat, Feb 6, 2021 at 7:27 AM wrote: > >>> Well, I can tell you why it needs to be backward compatible! I use random >>> numbers fairly frequently, and to unit test them I set a specific seed and >>>

Re: [Numpy-discussion] Question about optimizing random_standard_normal

2021-02-06 Thread camel-cdr
t sure a factor of 2 is > enough to justify a change (for me 10x, 1.2x is not but I don't know where > the cutoff is). I originally benchmarked my implementation against a bunch of other ones in c (because I was developing a c library https://github.com/camel-cdr/cauldron/blob/main

[Numpy-discussion] Question about optimizing random_standard_normal

2021-02-06 Thread camel-cdr
I tried to implement a different implementation of the ziggurat method for generating standard normal distributions that is about twice as fast and uses 2/3 of the memory than the old one. I tested the implementation separately and am very confident it's correct, but it does fail 28 test in cove