Re: [Numpy-discussion] speed of random number generator compared to Julia

2017-04-03 Thread Pierre Haessig
Le 03/04/2017 à 17:49, Neal Becker a écrit : > I think the intention is that this is the next gen of numpy > randomstate, and will eventually be merged in. Ah yes, I found the related issue in the meantime: https://github.com/numpy/numpy/issues/6967 Thanks again for the pointers. Pierre

Re: [Numpy-discussion] speed of random number generator compared to Julia

2017-04-03 Thread Pierre Haessig
Le 03/04/2017 à 15:44, Jaime Fernández del Río a écrit : > This > > says > that Julia uses this library > , which > is di

Re: [Numpy-discussion] speed of random number generator compared to Julia

2017-04-03 Thread Pierre Haessig
Le 03/04/2017 à 15:52, Neal Becker a écrit : > Take a look here: > https://bashtage.github.io/ng-numpy-randomstate/doc/index.html Thanks for the pointer. A very feature-full random generator package. So it is indeed possible to have in Python/Numpy both the "advanced" Mersenne Twister (dSFMT) at

Re: [Numpy-discussion] speed of random number generator compared to Julia

2017-04-03 Thread Pierre Haessig
Hello, Le 30/03/2017 à 13:31, Pierre Haessig a écrit : > [] > > But how come Julia is 4-5x faster since Numpy uses C implementation > for the entire process ? (Mersenne Twister -> uniform double -> > Box-Muller transform to get a Gaussian > https://github.com/numpy

[Numpy-discussion] speed of random number generator compared to Julia

2017-03-30 Thread Pierre Haessig
Hello, I have a simulation code which uses intensively random number generation (e.g. normal rng). I wanted to compare the performance of this simulation across some Numpy implementations and some Julia implementation. In the end, in both languages, the respective best performing implementations