Parallel Congruent Generator (64-bit, PCG64)¶
-
class
numpy.random.
PCG64
(seed_seq=None)¶ BitGenerator for the PCG-64 pseudo-random number generator.
Parameters: - seed : {None, int, array_like[ints], ISeedSequence}, optional
A seed to initialize the BitGenerator. If None, then fresh, unpredictable entropy will be pulled from the OS. If an
int
orarray_like[ints]
is passed, then it will be passed toSeedSequence
to derive the initial BitGenerator state. One may also pass in an implementor of the ISeedSequence interface likeSeedSequence
.
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] “PCG, A Family of Better Random Number Generators” [2] (1, 2) O’Neill, Melissa E. “PCG: A Family of Simple Fast Space-Efficient Statistically Good Algorithms for Random Number Generation”