Implementation of various random number generators for Python Currently there is:
- MATLAB's randn() for normal distribution
- Parallel generator that uses Intel's VSL
- Set up MKLROOT environment variable if you want VSL version to be installed. This variable should contain a path to Intel MKL library.
- run 'python setup.py install'
There are two modules installed matlab_random and vsl_random.
matlab_random.randn(shape) - generate normally distributed numbers unsing sequential MATLAB algorithm
shape - a tuple indicating shape of the array, or an integer indicating size of 1D array
matlab_random.rng(seed) - seed the MATLAB's generator
seed - integer to seed the generator
vsl_random.randn(shape) - generate normally distributed numbers using parallel VSL and openMP algorithms
shape - a tuple indicating shape of the array, or an integer indicating size of 1D array
vsl_random.randn(shape) - generate numbers uniformly distributed over [0, 1) using parallel VSL and openMP algorithms
shape - a tuple indicating shape of the array, or an integer indicating size of 1D array
vsl_random.rng(seed) - seed the generator
seed - integer to seed the generator