[Numpy-discussion] Adopt Mersenne Twister 64bit?

[Neal Becker]

Robert Kern wrote:

> On Wed, Mar 13, 2013 at 12:16 AM, Neal Becker <ndbecker2 at gmail.com> wrote:
>> I guess I talked to you about 100 years ago about sharing state between numpy
>> rng and code I have in c++ that wraps boost::random.  So is there a C-api for
>> this RandomState object I could use to call from c++?  Maybe I could do
>> something with that.
> 
> There is not one currently. Cython has provisions for sharing such
> low-level access to other Cython extensions, but I'm not sure how well
> it works for exporting data pointers and function pointers to general
> C/++ code. We could probably package the necessities into a struct and
> export a pointer to it via a PyCapsule.
> 

I did find a way to do this, and the results are good enough.  Timing is quite 
comparable to my pure c++ implementation.

I used rk_ulong from mtrand.so.  I also tried using rk_fill, but it was a bit 
slower.

The boost::python c++ code is attached, for posterity.
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