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-rw-r--r--numpy/core/include/numpy/random/distributions.h10
-rw-r--r--numpy/random/_generator.pyx26
-rw-r--r--numpy/random/src/distributions/distributions.c85
3 files changed, 55 insertions, 66 deletions
diff --git a/numpy/core/include/numpy/random/distributions.h b/numpy/core/include/numpy/random/distributions.h
index 1a8e44e40..94451ebe7 100644
--- a/numpy/core/include/numpy/random/distributions.h
+++ b/numpy/core/include/numpy/random/distributions.h
@@ -71,12 +71,10 @@ DECLDIR uint64_t random_uint(bitgen_t *bitgen_state);
DECLDIR double random_standard_exponential(bitgen_t *bitgen_state);
DECLDIR float random_standard_exponential_f(bitgen_t *bitgen_state);
-DECLDIR double random_standard_exponential_zig(bitgen_t *bitgen_state);
-DECLDIR float random_standard_exponential_zig_f(bitgen_t *bitgen_state);
DECLDIR void random_standard_exponential_fill(bitgen_t *, npy_intp, double *);
DECLDIR void random_standard_exponential_fill_f(bitgen_t *, npy_intp, float *);
-DECLDIR void random_standard_exponential_zig_fill(bitgen_t *, npy_intp, double *);
-DECLDIR void random_standard_exponential_zig_fill_f(bitgen_t *, npy_intp, float *);
+DECLDIR void random_standard_exponential_inv_fill(bitgen_t *, npy_intp, double *);
+DECLDIR void random_standard_exponential_inv_fill_f(bitgen_t *, npy_intp, float *);
DECLDIR double random_standard_normal(bitgen_t *bitgen_state);
DECLDIR float random_standard_normal_f(bitgen_t *bitgen_state);
@@ -95,7 +93,7 @@ DECLDIR double random_uniform(bitgen_t *bitgen_state, double lower, double range
DECLDIR double random_beta(bitgen_t *bitgen_state, double a, double b);
DECLDIR double random_chisquare(bitgen_t *bitgen_state, double df);
DECLDIR double random_f(bitgen_t *bitgen_state, double dfnum, double dfden);
-DECLDIR double random_standard_cauchy(bitgen_t *bitgen_state);
+DECLDIR double random_cauchy(bitgen_t *bitgen_state);
DECLDIR double random_pareto(bitgen_t *bitgen_state, double a);
DECLDIR double random_weibull(bitgen_t *bitgen_state, double a);
DECLDIR double random_power(bitgen_t *bitgen_state, double a);
@@ -104,7 +102,7 @@ DECLDIR double random_gumbel(bitgen_t *bitgen_state, double loc, double scale);
DECLDIR double random_logistic(bitgen_t *bitgen_state, double loc, double scale);
DECLDIR double random_lognormal(bitgen_t *bitgen_state, double mean, double sigma);
DECLDIR double random_rayleigh(bitgen_t *bitgen_state, double mode);
-DECLDIR double random_standard_t(bitgen_t *bitgen_state, double df);
+DECLDIR double random_student_t(bitgen_t *bitgen_state, double df);
DECLDIR double random_noncentral_chisquare(bitgen_t *bitgen_state, double df,
double nonc);
DECLDIR double random_noncentral_f(bitgen_t *bitgen_state, double dfnum,
diff --git a/numpy/random/_generator.pyx b/numpy/random/_generator.pyx
index 64ec73986..6acbb8ac3 100644
--- a/numpy/random/_generator.pyx
+++ b/numpy/random/_generator.pyx
@@ -54,9 +54,11 @@ cdef extern from "numpy/random/distributions.h":
double random_standard_uniform(bitgen_t *bitgen_state) nogil
void random_standard_uniform_fill(bitgen_t* bitgen_state, np.npy_intp cnt, double *out) nogil
double random_standard_exponential(bitgen_t *bitgen_state) nogil
+ double random_standard_exponential_f(bitgen_t *bitgen_state) nogil
void random_standard_exponential_fill(bitgen_t *bitgen_state, np.npy_intp cnt, double *out) nogil
- double random_standard_exponential_zig(bitgen_t *bitgen_state) nogil
- void random_standard_exponential_zig_fill(bitgen_t *bitgen_state, np.npy_intp cnt, double *out) nogil
+ void random_standard_exponential_fill_f(bitgen_t *bitgen_state, np.npy_intp cnt, double *out) nogil
+ void random_standard_exponential_inv_fill(bitgen_t *bitgen_state, np.npy_intp cnt, double *out) nogil
+ void random_standard_exponential_inv_fill_f(bitgen_t *bitgen_state, np.npy_intp cnt, double *out) nogil
double random_standard_normal(bitgen_t* bitgen_state) nogil
void random_standard_normal_fill(bitgen_t *bitgen_state, np.npy_intp count, double *out) nogil
void random_standard_normal_fill_f(bitgen_t *bitgen_state, np.npy_intp count, float *out) nogil
@@ -64,10 +66,6 @@ cdef extern from "numpy/random/distributions.h":
float random_standard_uniform_f(bitgen_t *bitgen_state) nogil
void random_standard_uniform_fill_f(bitgen_t* bitgen_state, np.npy_intp cnt, float *out) nogil
- float random_standard_exponential_f(bitgen_t *bitgen_state) nogil
- float random_standard_exponential_zig_f(bitgen_t *bitgen_state) nogil
- void random_standard_exponential_fill_f(bitgen_t *bitgen_state, np.npy_intp cnt, float *out) nogil
- void random_standard_exponential_zig_fill_f(bitgen_t *bitgen_state, np.npy_intp cnt, float *out) nogil
float random_standard_normal_f(bitgen_t* bitgen_state) nogil
float random_standard_gamma_f(bitgen_t *bitgen_state, float shape) nogil
@@ -86,7 +84,7 @@ cdef extern from "numpy/random/distributions.h":
double random_beta(bitgen_t *bitgen_state, double a, double b) nogil
double random_chisquare(bitgen_t *bitgen_state, double df) nogil
double random_f(bitgen_t *bitgen_state, double dfnum, double dfden) nogil
- double random_standard_cauchy(bitgen_t *bitgen_state) nogil
+ double random_cauchy(bitgen_t *bitgen_state) nogil
double random_pareto(bitgen_t *bitgen_state, double a) nogil
double random_weibull(bitgen_t *bitgen_state, double a) nogil
double random_power(bitgen_t *bitgen_state, double a) nogil
@@ -95,7 +93,7 @@ cdef extern from "numpy/random/distributions.h":
double random_logistic(bitgen_t *bitgen_state, double loc, double scale) nogil
double random_lognormal(bitgen_t *bitgen_state, double mean, double sigma) nogil
double random_rayleigh(bitgen_t *bitgen_state, double mode) nogil
- double random_standard_t(bitgen_t *bitgen_state, double df) nogil
+ double random_student_t(bitgen_t *bitgen_state, double df) nogil
double random_noncentral_chisquare(bitgen_t *bitgen_state, double df,
double nonc) nogil
double random_noncentral_f(bitgen_t *bitgen_state, double dfnum,
@@ -459,14 +457,14 @@ cdef class Generator:
key = np.dtype(dtype).name
if key == 'float64':
if method == u'zig':
- return double_fill(&random_standard_exponential_zig_fill, &self._bitgen, size, self.lock, out)
- else:
return double_fill(&random_standard_exponential_fill, &self._bitgen, size, self.lock, out)
+ else:
+ return double_fill(&random_standard_exponential_inv_fill, &self._bitgen, size, self.lock, out)
elif key == 'float32':
if method == u'zig':
- return float_fill(&random_standard_exponential_zig_fill_f, &self._bitgen, size, self.lock, out)
- else:
return float_fill(&random_standard_exponential_fill_f, &self._bitgen, size, self.lock, out)
+ else:
+ return float_fill(&random_standard_exponential_inv_fill_f, &self._bitgen, size, self.lock, out)
else:
raise TypeError('Unsupported dtype "%s" for standard_exponential'
% key)
@@ -1697,7 +1695,7 @@ cdef class Generator:
>>> plt.show()
"""
- return cont(&random_standard_cauchy, &self._bitgen, size, self.lock, 0,
+ return cont(&random_cauchy, &self._bitgen, size, self.lock, 0,
0.0, '', CONS_NONE, 0.0, '', CONS_NONE, 0.0, '', CONS_NONE, None)
def standard_t(self, df, size=None):
@@ -1788,7 +1786,7 @@ cdef class Generator:
probability of about 99% of being true.
"""
- return cont(&random_standard_t, &self._bitgen, size, self.lock, 1,
+ return cont(&random_student_t, &self._bitgen, size, self.lock, 1,
df, 'df', CONS_POSITIVE,
0, '', CONS_NONE,
0, '', CONS_NONE,
diff --git a/numpy/random/src/distributions/distributions.c b/numpy/random/src/distributions/distributions.c
index df3323408..1b886aeab 100644
--- a/numpy/random/src/distributions/distributions.c
+++ b/numpy/random/src/distributions/distributions.c
@@ -41,19 +41,7 @@ void random_standard_uniform_fill_f(bitgen_t *bitgen_state, npy_intp cnt, float
}
}
-double random_standard_exponential(bitgen_t *bitgen_state) {
- return -log(1.0 - next_double(bitgen_state));
-}
-
-void random_standard_exponential_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out)
-{
- npy_intp i;
- for (i = 0; i < cnt; i++) {
- out[i] = random_standard_exponential(bitgen_state);
- }
-}
-
-static double standard_exponential_zig_unlikely(bitgen_t *bitgen_state,
+static double standard_exponential_unlikely(bitgen_t *bitgen_state,
uint8_t idx, double x) {
if (idx == 0) {
/* Switch to 1.0 - U to avoid log(0.0), see GH 13361 */
@@ -63,11 +51,11 @@ static double standard_exponential_zig_unlikely(bitgen_t *bitgen_state,
exp(-x)) {
return x;
} else {
- return random_standard_exponential_zig(bitgen_state);
+ return random_standard_exponential(bitgen_state);
}
}
-double random_standard_exponential_zig(bitgen_t *bitgen_state) {
+double random_standard_exponential(bitgen_t *bitgen_state) {
uint64_t ri;
uint8_t idx;
double x;
@@ -79,30 +67,18 @@ double random_standard_exponential_zig(bitgen_t *bitgen_state) {
if (ri < ke_double[idx]) {
return x; /* 98.9% of the time we return here 1st try */
}
- return standard_exponential_zig_unlikely(bitgen_state, idx, x);
-}
-
-void random_standard_exponential_zig_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out)
-{
- npy_intp i;
- for (i = 0; i < cnt; i++) {
- out[i] = random_standard_exponential_zig(bitgen_state);
- }
-}
-
-float random_standard_exponential_f(bitgen_t *bitgen_state) {
- return -logf(1.0f - next_float(bitgen_state));
+ return standard_exponential_unlikely(bitgen_state, idx, x);
}
-void random_standard_exponential_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out)
+void random_standard_exponential_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out)
{
npy_intp i;
for (i = 0; i < cnt; i++) {
- out[i] = random_standard_exponential_f(bitgen_state);
+ out[i] = random_standard_exponential(bitgen_state);
}
}
-static float standard_exponential_zig_unlikely_f(bitgen_t *bitgen_state,
+static float standard_exponential_unlikely_f(bitgen_t *bitgen_state,
uint8_t idx, float x) {
if (idx == 0) {
/* Switch to 1.0 - U to avoid log(0.0), see GH 13361 */
@@ -112,11 +88,11 @@ static float standard_exponential_zig_unlikely_f(bitgen_t *bitgen_state,
expf(-x)) {
return x;
} else {
- return random_standard_exponential_zig_f(bitgen_state);
+ return random_standard_exponential_f(bitgen_state);
}
}
-float random_standard_exponential_zig_f(bitgen_t *bitgen_state) {
+float random_standard_exponential_f(bitgen_t *bitgen_state) {
uint32_t ri;
uint8_t idx;
float x;
@@ -128,17 +104,34 @@ float random_standard_exponential_zig_f(bitgen_t *bitgen_state) {
if (ri < ke_float[idx]) {
return x; /* 98.9% of the time we return here 1st try */
}
- return standard_exponential_zig_unlikely_f(bitgen_state, idx, x);
+ return standard_exponential_unlikely_f(bitgen_state, idx, x);
+}
+
+void random_standard_exponential_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out)
+{
+ npy_intp i;
+ for (i = 0; i < cnt; i++) {
+ out[i] = random_standard_exponential_f(bitgen_state);
+ }
+}
+
+void random_standard_exponential_inv_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out)
+{
+ npy_intp i;
+ for (i = 0; i < cnt; i++) {
+ out[i] = -log(1.0 - next_double(bitgen_state));
+ }
}
-void random_standard_exponential_zig_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out)
+void random_standard_exponential_inv_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out)
{
npy_intp i;
for (i = 0; i < cnt; i++) {
- out[i] = random_standard_exponential_zig_f(bitgen_state);
+ out[i] = -log(1.0 - next_float(bitgen_state));
}
}
+
double random_standard_normal(bitgen_t *bitgen_state) {
uint64_t r;
int sign;
@@ -228,13 +221,13 @@ double random_standard_gamma(bitgen_t *bitgen_state,
double U, V, X, Y;
if (shape == 1.0) {
- return random_standard_exponential_zig(bitgen_state);
+ return random_standard_exponential(bitgen_state);
} else if (shape == 0.0) {
return 0.0;
} else if (shape < 1.0) {
for (;;) {
U = next_double(bitgen_state);
- V = random_standard_exponential_zig(bitgen_state);
+ V = random_standard_exponential(bitgen_state);
if (U <= 1.0 - shape) {
X = pow(U, 1. / shape);
if (X <= V) {
@@ -274,13 +267,13 @@ float random_standard_gamma_f(bitgen_t *bitgen_state,
float U, V, X, Y;
if (shape == 1.0f) {
- return random_standard_exponential_zig_f(bitgen_state);
+ return random_standard_exponential_f(bitgen_state);
} else if (shape == 0.0) {
return 0.0;
} else if (shape < 1.0f) {
for (;;) {
U = next_float(bitgen_state);
- V = random_standard_exponential_zig_f(bitgen_state);
+ V = random_standard_exponential_f(bitgen_state);
if (U <= 1.0f - shape) {
X = powf(U, 1.0f / shape);
if (X <= V) {
@@ -391,7 +384,7 @@ double random_normal(bitgen_t *bitgen_state, double loc, double scale) {
}
double random_exponential(bitgen_t *bitgen_state, double scale) {
- return scale * random_standard_exponential_zig(bitgen_state);
+ return scale * random_standard_exponential(bitgen_state);
}
double random_uniform(bitgen_t *bitgen_state, double lower, double range) {
@@ -450,23 +443,23 @@ double random_f(bitgen_t *bitgen_state, double dfnum, double dfden) {
(random_chisquare(bitgen_state, dfden) * dfnum));
}
-double random_standard_cauchy(bitgen_t *bitgen_state) {
+double random_cauchy(bitgen_t *bitgen_state) {
return random_standard_normal(bitgen_state) / random_standard_normal(bitgen_state);
}
double random_pareto(bitgen_t *bitgen_state, double a) {
- return exp(random_standard_exponential_zig(bitgen_state) / a) - 1;
+ return exp(random_standard_exponential(bitgen_state) / a) - 1;
}
double random_weibull(bitgen_t *bitgen_state, double a) {
if (a == 0.0) {
return 0.0;
}
- return pow(random_standard_exponential_zig(bitgen_state), 1. / a);
+ return pow(random_standard_exponential(bitgen_state), 1. / a);
}
double random_power(bitgen_t *bitgen_state, double a) {
- return pow(1 - exp(-random_standard_exponential_zig(bitgen_state)), 1. / a);
+ return pow(1 - exp(-random_standard_exponential(bitgen_state)), 1. / a);
}
double random_laplace(bitgen_t *bitgen_state, double loc, double scale) {
@@ -514,7 +507,7 @@ double random_rayleigh(bitgen_t *bitgen_state, double mode) {
return mode * sqrt(-2.0 * log(1.0 - next_double(bitgen_state)));
}
-double random_standard_t(bitgen_t *bitgen_state, double df) {
+double random_student_t(bitgen_t *bitgen_state, double df) {
double num, denom;
num = random_standard_normal(bitgen_state);
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