dpnp.random.MRG32k3a

class dpnp.random.MRG32k3a(seed=None, *, device=None, sycl_queue=None)

An MRG32k3a combined multiple recursive bit generator on the device.

The generator of L'Ecuyer (1999), with a period of about 2**191, as implemented by the oneMKL device RNG API. Its state is two components of three 32-bit words each.

Parameters:

seed{None, int, array_like[ints], SeedSequence}, optional

The entropy the state is derived from. See dpnp.random.BitGenerator.

Default: None.

device{None, string, SyclDevice, SyclQueue, Device}, optional

See dpnp.random.BitGenerator.

Default: None.

sycl_queue{None, SyclQueue}, optional

See dpnp.random.BitGenerator.

Default: None.

Notes

The engine gives values in [1, 2**32 - 209], which are spread over the 32-bit range to give the raw 32-bit words, so that 209 words never occur. A raw 64-bit value is two words, the first in the high half.

The stream is split into substreams of 2**76 values, as in L'Ecuyer et al. (2002). Every call that produces n values takes ceil(n / 128) substreams, one for each work-item of the kernel, and every work-item draws as many values as its rejection samplers need from its own substream. The values therefore depend only on the state and the output size, and are the same on every device, but not the same as CuPy's.

References

[1]

P. L'Ecuyer, "Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators", Operations Research, 47(1), pp. 159-164, 1999.

[2]

P. L'Ecuyer, R. Simard, E. J. Chen and W. D. Kelton, "An Object-Oriented Random-Number Package with Many Long Streams and Substreams", Operations Research, 50(6), pp. 1073-1075, 2002.