[Numpy-discussion] Random number generators

[Charles R H. <cha...@gm...>]

Hi Robert,

I am about to get started on some stuff for the random number generators but
thought I would run it by you first. I envisage the following:

uniform short_doubles -- doubles generated from a single 32 bit random
number (advantage: speed)
uniform double, short_doubles on the interval (0,1) -- don't touch
singularities in functions like log (this is my preferred default)
fast_normal -- ziggurat method using single 32 bit random numbers
(advantage: speed)
fast_exponential -- ziggurat method using single 32 bit random numbers
(advantage: speed)
MWC8222 random number generator (advantage: speed on some machines,
different from mtrand)

Except for the last, none conflict with current routines and can be added
without a branch. I expect adding MWC8222 might need more extensive work and
I will branch for that. So the questions are of utility and naming. I see
some utility for myself, otherwise I wouldn't be considering doing the work.
OTOH, I already have (C++) routines that I use for these things, so a larger
question might be if anyone else sees a use for these. I like speed, but it
is not always that important in everyday apps.

I see that Pyrex is used for the interface, so I suppose that is one more
tool to become familiar with ;)

Chuck