[Numpy-discussion] SFMT (faster mersenne twister)

[Robert Kern]

On Fri, Sep 5, 2014 at 6:19 PM, Neal Becker <ndbecker2 at gmail.com> wrote:
> Robert Kern wrote:
>
>> On Fri, Sep 5, 2014 at 12:05 PM, Neal Becker <ndbecker2 at gmail.com> wrote:
>>> Robert Kern wrote:
>>>
>>>> On Thu, Sep 4, 2014 at 12:32 PM, Neal Becker <ndbecker2 at gmail.com> wrote:
>>>>> http://www.math.sci.hiroshima-u.ac.jp/~%20m-mat/MT/SFMT/index.html
>>>>
>>>> What would you like to say about it?
>>>>
>>>
>>> If it is faster (and at least as good), maybe we'd like to adopt it to
>>> replace that used for mtrand
>>
>> It's a variant of the standard MT rather than just an implementation
>> of it, so we can't just drop it in. You will need to build the
>> infrastructure to support multiple PRNGs first (or rather, build the
>> infrastructure to reuse the non-uniform distribution code with
>> multiple core PRNGs).
>
> You mean it's not backward compatible because it won't generate exactly the same
> sequence of output for a given seed, and therefore we wouldn't want to make that
> change?
>
> I think it's somewhat debatable whether generating a different sequence of
> random numbers counts as breaking backward compatibility.

It's not a matter of debate over the semantics of the term "backwards
compatibility". This is a policy that we have explicitly chosen for
numpy.random (distinct from our backwards compatibility policy for the
rest of numpy) because it was requested of us.

-- 
Robert Kern