extending.pyx 2.2 KB

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  1. #!/usr/bin/env python3
  2. #cython: language_level=3
  3. from libc.stdint cimport uint32_t
  4. from cpython.pycapsule cimport PyCapsule_IsValid, PyCapsule_GetPointer
  5. import numpy as np
  6. cimport numpy as np
  7. cimport cython
  8. from numpy.random cimport bitgen_t
  9. from numpy.random import PCG64
  10. np.import_array()
  11. @cython.boundscheck(False)
  12. @cython.wraparound(False)
  13. def uniform_mean(Py_ssize_t n):
  14. cdef Py_ssize_t i
  15. cdef bitgen_t *rng
  16. cdef const char *capsule_name = "BitGenerator"
  17. cdef double[::1] random_values
  18. cdef np.ndarray randoms
  19. x = PCG64()
  20. capsule = x.capsule
  21. if not PyCapsule_IsValid(capsule, capsule_name):
  22. raise ValueError("Invalid pointer to anon_func_state")
  23. rng = <bitgen_t *> PyCapsule_GetPointer(capsule, capsule_name)
  24. random_values = np.empty(n)
  25. # Best practice is to acquire the lock whenever generating random values.
  26. # This prevents other threads from modifying the state. Acquiring the lock
  27. # is only necessary if the GIL is also released, as in this example.
  28. with x.lock, nogil:
  29. for i in range(n):
  30. random_values[i] = rng.next_double(rng.state)
  31. randoms = np.asarray(random_values)
  32. return randoms.mean()
  33. # This function is declared nogil so it can be used without the GIL below
  34. cdef uint32_t bounded_uint(uint32_t lb, uint32_t ub, bitgen_t *rng) nogil:
  35. cdef uint32_t mask, delta, val
  36. mask = delta = ub - lb
  37. mask |= mask >> 1
  38. mask |= mask >> 2
  39. mask |= mask >> 4
  40. mask |= mask >> 8
  41. mask |= mask >> 16
  42. val = rng.next_uint32(rng.state) & mask
  43. while val > delta:
  44. val = rng.next_uint32(rng.state) & mask
  45. return lb + val
  46. @cython.boundscheck(False)
  47. @cython.wraparound(False)
  48. def bounded_uints(uint32_t lb, uint32_t ub, Py_ssize_t n):
  49. cdef Py_ssize_t i
  50. cdef bitgen_t *rng
  51. cdef uint32_t[::1] out
  52. cdef const char *capsule_name = "BitGenerator"
  53. x = PCG64()
  54. out = np.empty(n, dtype=np.uint32)
  55. capsule = x.capsule
  56. if not PyCapsule_IsValid(capsule, capsule_name):
  57. raise ValueError("Invalid pointer to anon_func_state")
  58. rng = <bitgen_t *>PyCapsule_GetPointer(capsule, capsule_name)
  59. with x.lock, nogil:
  60. for i in range(n):
  61. out[i] = bounded_uint(lb, ub, rng)
  62. return np.asarray(out)