mkl-random


Namemkl-random JSON
Version 1.2.4 PyPI version JSON
download
home_pagehttp://github.com/IntelPython/mkl_random
SummaryNumPy-based Python interface to Intel (R) MKL Random Number Generation functionality
upload_time2024-03-26 22:33:49
maintainerIntel Corp.
docs_urlNone
authorIntel Corporation
requires_python>=3.7
licenseBSD
keywords mkl vsl true randomness pseudorandomness philox mt-19937 sfmt-19937 mt-2203 ars-5 r-250 mcg-31
VCS
bugtrack_url
requirements No requirements were recorded.
Travis-CI
coveralls test coverage No coveralls.
            ## ``mkl_random`` -- a NumPy-based Python interface to Intel (R) MKL Random Number Generation functionality
[![Build Status](https://travis-ci.com/IntelPython/mkl_random.svg?branch=master)](https://travis-ci.com/IntelPython/mkl_random)

`mkl_random` has started as Intel (R) Distribution for Python optimizations for NumPy.

Per NumPy's community suggestions, voiced in https://github.com/numpy/numpy/pull/8209, it is being released as a
stand-alone package.

Prebuilt `mkl_random` can be installed into conda environment from Intel's channel on Anaconda cloud:

```
  conda install -c intel mkl_random
```

---

To install mkl_random Pypi package please use following command:

```
   python -m pip install --i https://pypi.anaconda.org/intel/simple -extra-index-url https://pypi.org/simple mkl_random
```

If command above installs NumPy package from the Pypi, please use following command to install Intel optimized NumPy wheel package from Anaconda Cloud:

```
   python -m pip install --i https://pypi.anaconda.org/intel/simple -extra-index-url https://pypi.org/simple mkl_random numpy==<numpy_version>
```

Where `<numpy_version>` should be the latest version from https://anaconda.org/intel/numpy

---

`mkl_random` is not fixed-seed backward compatible drop-in replacement for `numpy.random`, meaning that it implements sampling from the same distributions as `numpy.random`.

For distributions directly supported in Intel (R) Math Kernel Library (MKL), `method` keyword is supported:

```
   mkl_random.standard_normal(size=(10**5, 10**3), method='BoxMuller')
```

Additionally, `mkl_random` exposes different basic random number generation algorithms available in MKL. For example to use `SFMT19937` use

```
   mkl_random.RandomState(77777, brng='SFMT19937')
```

For generator families, such that `MT2203` and Wichmann-Hill, a particular member of the family can be chosen by specifying ``brng=('WH', 3)``, etc.

The list of supported by `mkl_random.RandomState` constructor `brng` keywords is as follows:

  * 'MT19937'
  * 'SFMT19937'
  * 'WH' or ('WH', id)
  * 'MT2203' or ('MT2203', id)
  * 'MCG31'
  * 'R250'
  * 'MRG32K3A'
  * 'MCG59'
  * 'PHILOX4X32X10'
  * 'NONDETERM'
  * 'ARS5'



            

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