Permuted Congruential Generator (64-bit, PCG64)¶
-
class
numpy.random.
PCG64
(seed=None)¶ BitGenerator for the PCG-64 pseudo-random number generator.
- Parameters
- seed{None, int, array_like[ints], SeedSequence}, optional
A seed to initialize the
BitGenerator
. If None, then fresh, unpredictable entropy will be pulled from the OS. If anint
orarray_like[ints]
is passed, then it will be passed toSeedSequence
to derive the initialBitGenerator
state. One may also pass in aSeedSequence
instance.
Notes
PCG-64 is a 128-bit implementation of O’Neill’s permutation congruential generator ([1], [2]). PCG-64 has a period of and supports advancing an arbitrary number of steps as well as streams. The specific member of the PCG family that we use is PCG XSL RR 128/64 as described in the paper ([2]).
PCG64
provides a capsule containing function pointers that produce doubles, and unsigned 32 and 64- bit integers. These are not directly consumable in Python and must be consumed by aGenerator
or similar object that supports low-level access.Supports the method
advance
to advance the RNG an arbitrary number of steps. The state of the PCG-64 RNG is represented by 2 128-bit unsigned integers.State and Seeding
The
PCG64
state vector consists of 2 unsigned 128-bit values, which are represented externally as Python ints. One is the state of the PRNG, which is advanced by a linear congruential generator (LCG). The second is a fixed odd increment used in the LCG.The input seed is processed by
SeedSequence
to generate both values. The increment is not independently settable.Parallel Features
The preferred way to use a BitGenerator in parallel applications is to use the
SeedSequence.spawn
method to obtain entropy values, and to use these to generate new BitGenerators:>>> from numpy.random import Generator, PCG64, SeedSequence >>> sg = SeedSequence(1234) >>> rg = [Generator(PCG64(s)) for s in sg.spawn(10)]
Compatibility Guarantee
PCG64
makes a guarantee that a fixed seed and will always produce the same random integer stream.References
- 1
- 2(1,2)
O’Neill, Melissa E. “PCG: A Family of Simple Fast Space-Efficient Statistically Good Algorithms for Random Number Generation”
Methods
advance
(delta)Advance the underlying RNG as-if delta draws have occurred.
jumped
([jumps])Returns a new bit generator with the state jumped.
random_raw
(self[, size])Return randoms as generated by the underlying BitGenerator