On 14/09/15 10:26, Robert Kern wrote:
I want fast, multiple independent streams on my
current hardware first, and PCG gives that to me.
DCMT is good for that as well.
It should be possible to implement a pluggable design of NumPy's mtrand.
Basically call a function pointer instead of rk_double. That way any
(P)RNG can be plugged in. Then we could e.g. allow a Python callable, a
Cython class or an f2py function as callback. We could ship multiple
PRNGs with NumPy, and we could allow users to supply their own.
Sturla
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