[Numpy-discussion] random number facilities in numarray and main Python libs

Bruce Southey southey at uiuc.edu
Tue Sep 7 19:22:15 CDT 2004


Hi,
The R project (http://www.r-project.org) provides a standalone GPL'ed Math
library (buried in the src/nmath/standalone subdirectory of the R code). This
includes random number generators for various distributions amongst other
goodies. But I have not looked to see what approach that the actual uniform
random generator uses (source comment says "A version of Marsaglia-MultiCarry").
However, this library should be as least as good as and probably better than
Ranlib that is currently being used 

I used SWIG to generate wrappers for most of the functions (except the voids).
SWIG makes it very easy but I needed to create a SWIG include file because using
the header alone did not work correctly. If anyone wants more information or
files, let me know.

Bruce Southey

---- Original message ----
>Date: Tue, 07 Sep 2004 16:35:11 -0700
>From: Robert Kern <rkern at ucsd.edu>  
>Subject: Re: [Numpy-discussion] random number facilities in numarray and main
Python libs  
>To: numpy-discussion at lists.sourceforge.net
>
>Faheem Mitha wrote:
>[snip]
>> Are the random number facilities provided by numarray.random_array 
>> superior to those provided to those provided by the random module in the 
>> Python library? They certainly seem more extensive, and I like the 
>> interface better.
>> 
>> If so, why not replace the random module by the equivalent functionality 
>> from numarray.random_array, and have everyone use the same random number 
>> generator? Or is this impossible for practical reasons?
>
>numarray.random_array can generate arrays full of random numbers. 
>Standard Python's random does not and will not until numarray is part of 
>the standard library. Standard Python's random also uses the Mersenne 
>Twister algorithm which is, by most accounts, superior to RANLIB's 
>algorithm, so I for one would object to replacing it with numarray's 
>code.  :-)
>
>I do intend to implement the Mersenne Twister algorithm for SciPy's PRNG 
>facilities (on some unspecified weekend). I will also try to code 
>something up for numarray, too.
>
>> By the way, what is the name of the pseudo-random number generator being 
>> used? I see that the code is in Packages/RandomArray2/Src, but could not 
>> see where the name of the generator is mentioned.
>
><URL:http://orion.math.iastate.edu/burkardt/c_src/ranlib/ranlib_base.txt>
>documents the base algorithm.
>
>>                                                                 Faheem.
>
>-- 
>Robert Kern
>rkern at ucsd.edu
>
>"In the fields of hell where the grass grows high
>  Are the graves of dreams allowed to die."
>   -- Richard Harter
>
>
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