CLN: Ensure common entropy initialization

Verify entropy initialization for all PRNGs
Initial appveyor build config

Author: Sheppard, Kevin

README.md

@@ -36,7 +36,6 @@ identical sequence of random numbers for a given seed.
 It is essentially complete.  There are a few rough edges that need to be smoothed.
 
   * Pickling support
-  * Verify entropy based initialization for some RNGs
   * Stream support for MLFG and MRG32K3A
   * Creation of additional streams from a RandomState where supported (i.e. 
   a `next_stream()` method)

appveyor.yml

@@ -0,0 +1,25 @@
+skip_tags: true
+clone_depth: 1
+
+os: Visual Studio 2015
+
+environment:
+  matrix:
+    - PY_MAJOR_VER: 2
+      PYTHON_ARCH: "x86"
+    - PY_MAJOR_VER: 3
+      PYTHON_ARCH: "x86_64"
+    - PY_MAJOR_VER: 3
+      PYTHON_ARCH: "x86"
+
+build_script:
+  - ps: Start-FileDownload "https://repo.continuum.io/miniconda/Miniconda$env:PY_MAJOR_VER-latest-Windows-$env:PYTHON_ARCH.exe" C:\Miniconda.exe; echo "Finished downloading miniconda"
+  - cmd: C:\Miniconda.exe /S /D=C:\Py
+  - SET PATH=C:\Py;C:\Py\Scripts;C:\Py\Library\bin;%PATH%
+  - conda config --set always_yes yes
+  - conda update conda
+  - conda install numpy cython nose
+  - pip install . -vvv
+
+test_script:
+  - nosetests randomstate

randomstate/interface.pyx

@@ -13,6 +13,7 @@ cimport cython
 from libc.stdint cimport uint8_t, uint16_t, uint32_t, uint64_t, int8_t, int16_t, int32_t, int64_t
 from cpython cimport Py_INCREF
 
+import randomstate
 from binomial cimport binomial_t
 from cython_overrides cimport PyFloat_AsDouble, PyInt_AsLong, PyErr_Occurred, PyErr_Clear
 
@@ -214,7 +215,7 @@ cdef class RandomState:
     def __reduce__(self):
         # TODO: This is wrong
         # TODO: Removed np.random.__RandomState_ctor - This is needed on a RNG-by-RNG basis
-        return ((), (), self.get_state())
+        return (randomstate.prng.__generic_ctor, (RNG_NAME,), self.get_state())
 
     IF RNG_NAME == 'mt19937':
         def seed(self, seed=None):

randomstate/prng/__init__.py

@@ -5,3 +5,23 @@
 from randomstate.prng.pcg64 import pcg64
 from randomstate.prng.xorshift1024 import xorshift1024
 from randomstate.prng.xorshift128 import xorshift128
+
+def __generic_ctor(rng_name='mt19937'):
+    print(rng_name)
+    if rng_name == 'mt19937':
+        mod = mt19937
+    elif rng_name == 'mlfg_1279_861':
+        mod = mlfg_1279_861
+    elif rng_name == 'mrg32k3a':
+        mod = mrg32k3a
+    elif rng_name == 'pcg32':
+        mod = pcg32
+    elif rng_name == 'pcg64':
+        mod = pcg64
+    elif rng_name == 'pcg32':
+        mod = pcg32
+    elif rng_name == 'xorshift128+':
+        mod = xorshift128
+    elif rng_name == 'xorshift1024*':
+        mod = xorshift1024
+    return mod.RandomState(0)

randomstate/shims/mlfg-1279-861/mlfg-1279-861-shim.c

@@ -4,8 +4,16 @@ extern inline uint32_t random_uint32(aug_state* state);
 
 extern inline uint64_t random_uint64(aug_state* state);
 
-extern inline void set_seed(aug_state* state, uint64_t seed);
+extern inline double random_double(aug_state* state);
 
-extern inline void entropy_init(aug_state* state);
+void set_seed(aug_state* state, uint64_t val)
+{
+    mlfg_seed(state->rng, val);
+}
 
-extern inline double random_double(aug_state* state);
+void entropy_init(aug_state* state)
+{
+    uint64_t seeds[1];
+    entropy_fill((void*) seeds, sizeof(seeds));
+    mlfg_seed(state->rng, seeds[0]);
+}

randomstate/shims/mlfg-1279-861/mlfg-1279-861-shim.h

@@ -32,17 +32,6 @@ inline uint64_t random_uint64(aug_state* state)
     return out;
 }
 
-inline void set_seed(aug_state* state, uint64_t val)
-{
-    mlfg_seed(state->rng, val);
-}
-
-inline void entropy_init(aug_state* state)
-{
-    uint64_t seeds[1];
-    entropy_fill((void*) seeds, sizeof(seeds));
-    mlfg_seed(state->rng, seeds[0]);
-}
 
 inline double random_double(aug_state* state)
 {
@@ -53,3 +42,7 @@ inline double random_double(aug_state* state)
     b = (rn & 0xFFFFFFFFULL) >> 6;
     return (a * 67108864.0 + b) / 9007199254740992.0;
 }
+
+extern void set_seed(aug_state* state, uint64_t seed);
+
+extern void entropy_init(aug_state* state);

randomstate/shims/mlfg-1279-861/mlfg-1279-861.pxi

@@ -82,13 +82,14 @@ Parameters
 seed : {None, int}, optional
     Random seed initializing the pseudo-random number generator.
     Can be an integer in [0, 2**64] or ``None`` (the default).
-    If `seed` is ``None``, then `mlfg_1279_861.RandomState` will try to read data
-    from ``/dev/urandom`` (or the Windows analogue) if available or seed from
-    the clock otherwise.
+    If `seed` is ``None``, then `mlfg_1279_861.RandomState` will try to read
+    entropy from ``/dev/urandom`` (or the Windows analogue) if available to
+    produce a 64-bit seed. If unavailable, the a 64-bit hash of the time
+    (and process ID on Unix) is used.
 
 Notes
 -----
 The state of the MLFG(1279,861,*) PRNG is represented by 1279 64-bit unsigned
-integers as well as a single 32-bit integer representing the location in the
-state array of the next value.
+integers as well as a two 32-bit integers representing the location in the
+state array of the current and lagged values.
 """

randomstate/shims/mrg32k3a/mrg32k3a-shim.c

@@ -4,10 +4,39 @@ extern inline uint32_t random_uint32(aug_state* state);
 
 extern inline uint64_t random_uint64(aug_state* state);
 
-extern inline void set_seed(aug_state* state, uint64_t seed);
+extern inline double random_double(aug_state* state);
 
-extern inline void entropy_init(aug_state* state);
+void entropy_init(aug_state* state)
+{
+    uint32_t buf[6] = { 0 };
+    int64_t seeds[6];
+    uint32_t i, val;
+    int all_zero = 0;
+    while (!all_zero)
+    {
+        entropy_fill((void*) buf, sizeof(buf));
+        for (i = 0; i<6; i++)
+        {
+            val = (i < 3) ? STATE_MAX_VALUE_1 : STATE_MAX_VALUE_2;
+            seeds[i] = (int64_t)(buf[i] % val);
+            all_zero = all_zero || (seeds[i] > 0);
+        }
+    }
+    init_state(state, seeds);
+}
 
-extern inline void init_state(aug_state* state, int64_t val[6]);
+void set_seed(aug_state* state, uint64_t val)
+{
+    mrg32k3a_seed(state->rng, val);
+}
+
+void init_state(aug_state* state, int64_t vals[6])
+{
+    state->rng->s10 =  vals[0];
+    state->rng->s11 =  vals[1];
+    state->rng->s12 =  vals[2];
+    state->rng->s20 =  vals[3];
+    state->rng->s21 =  vals[4];
+    state->rng->s22 =  vals[5];
+}
 
-extern inline double random_double(aug_state* state);

randomstate/shims/mrg32k3a/mrg32k3a-shim.h

@@ -31,42 +31,15 @@ inline uint64_t random_uint64(aug_state* state)
     return (((uint64_t) mrg32k3a_random(state->rng) << 32) | mrg32k3a_random(state->rng));
 }
 
-inline void set_seed(aug_state* state, uint64_t val)
+inline double random_double(aug_state* state)
 {
-    mrg32k3a_seed(state->rng, val);
+    int32_t a = random_uint32(state) >> 5, b = random_uint32(state) >> 6;
+    return (a * 67108864.0 + b) / 9007199254740992.0;
 }
 
-inline void init_state(aug_state* state, int64_t val[6])
-{
-    state->rng->s10 =  val[0];
-    state->rng->s11 =  val[1];
-    state->rng->s12 =  val[2];
-    state->rng->s20 =  val[3];
-    state->rng->s21 =  val[4];
-    state->rng->s22 =  val[5];
-}
+extern void set_seed(aug_state* state, uint64_t val);
 
-inline void entropy_init(aug_state* state)
-{
-    uint32_t buf[6] = { 0 };
-    int64_t seeds[6];
-    uint32_t i, val;
-    int all_zero = 0;
-    while (!all_zero)
-    {
-        entropy_fill((void*) buf, sizeof(buf));
-        for (i = 0; i<6; i++)
-        {
-            val = (i < 3) ? STATE_MAX_VALUE_1 : STATE_MAX_VALUE_2;
-            seeds[i] = (int64_t)(buf[i] % val);
-            all_zero = all_zero || (seeds[i] > 0);
-        }
-    }
-    init_state(state, seeds);
-}
+extern void init_state(aug_state* state, int64_t vals[6]);
+
+extern void entropy_init(aug_state* state);
 
-inline double random_double(aug_state* state)
-{
-    int32_t a = random_uint32(state) >> 5, b = random_uint32(state) >> 6;
-    return (a * 67108864.0 + b) / 9007199254740992.0;
-}

randomstate/shims/random-kit/random-kit-shim.c

@@ -4,13 +4,21 @@ extern inline uint32_t random_uint32(aug_state* state);
 
 extern inline uint64_t random_uint64(aug_state* state);
 
-extern inline void set_seed(aug_state* state, uint32_t seed);
+extern inline double random_double(aug_state* state);
 
 extern void set_seed_by_array(aug_state* state, unsigned long init_key[], int key_length)
 {
     init_by_array(state->rng, init_key, key_length);
 }
 
-extern inline void entropy_init(aug_state* state);
+void set_seed(aug_state* state, uint32_t seed)
+{
+    rk_seed(state->rng, seed);
+}
 
-extern inline double random_double(aug_state* state);
+void entropy_init(aug_state* state)
+{
+    uint32_t seeds[1];
+    entropy_fill((void*) seeds, sizeof(seeds));
+    set_seed(state,  seeds[0]);
+}