Dynamical creation of Mersenne twisters
This module is a thin Python wrapper over C library dcmt, created by Makoto Matsumoto and Takuji Nishimura, authors of Mersenne twister RNG algorithm. The original library provides functions for creating multiple independent RNGs (which can be used, for example, in parallel Monte-Carlo simulations).
The package contains intact dcmt sources (except for example folder) and exports some functions and structures from its API. For licensing on original library and other information please see the link above, or src/dcmt/README file and sources.
The version of the module corresponds to the version of original library, with the addition of the build number. For example, the wrapper on top of dcmt 0.6.1 may have version like 0.6.1-10. Module documentation can be found here
0.6.1-5 (in development)
Fix issues with setuptools/distutils (one of them does not support Cython, other does not support Sphinx)
0.6.1-4 (in development)
Fixed bug when mt_range() return ‘common’ parameters dict with non-common parameters included;
Fixed bug when DcmtRandomState.rand() returned array instead of Python float;
Added raw integer randoms generation to DcmtRandomState;
Added ‘inplace’ function to fill provided numpy array with randoms
Using slightly optimized random number generation taken from numpy 1.5.1;
Module is rewritten using Cython;
Exporting analogues of Python standard random.Random and numpy’s numpy.random.mtrand.RandomState;
Renamed create_mts to mt_range, which now returns dictionary and numpy array instead of ctypes structures;
Shortened function names: create_mts(), init_mt()
Removed get_random() and added rand(), which returns numpy array
Added create_mts_stripped(), currently as a ‘half-documented’ feature
Three basic functions: create_generators(), init_generator() and get_random() (returns integer)
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