def test_array(self):
s = RandomGenerator(MT19937(range(10)))
assert_equal(s.randint(1000), 468)
s = np.random.RandomState(range(10))
assert_equal(s.randint(1000), 468)
s = RandomGenerator(MT19937(np.arange(10)))
assert_equal(s.randint(1000), 468)
s = RandomGenerator(MT19937([0]))
assert_equal(s.randint(1000), 973)
s = RandomGenerator(MT19937([4294967295]))
assert_equal(s.randint(1000), 265)
def test_array(self):
s = Generator(MT19937(range(10), mode="legacy"))
assert_equal(s.integers(1000), 468)
s = np.random.RandomState(range(10))
assert_equal(s.randint(1000), 468)
s = Generator(MT19937(np.arange(10), mode="legacy"))
assert_equal(s.integers(1000), 468)
s = Generator(MT19937([0], mode="legacy"))
assert_equal(s.integers(1000), 973)
s = Generator(MT19937([4294967295], mode="legacy"))
assert_equal(s.integers(1000), 265)
def test_scalar(self):
s = RandomGenerator(MT19937(0))
assert_equal(s.randint(1000), 684)
s1 = np.random.RandomState(0)
assert_equal(s1.randint(1000), 684)
assert_equal(s1.randint(1000), s.randint(1000))
s = RandomGenerator(MT19937(4294967295))
assert_equal(s.randint(1000), 419)
s1 = np.random.RandomState(4294967295)
assert_equal(s1.randint(1000), 419)
assert_equal(s1.randint(1000), s.randint(1000))
self.rg.seed(4294967295)
self.nprs.seed(4294967295)
self._is_state_common()
def test_complex_normal_size(mv_seed):
random = ExtendedGenerator(MT19937(mv_seed, mode="legacy"))
state = random.state
loc = np.ones((1, 2))
gamma = np.ones((3, 1))
relation = 0.5 * np.ones((3, 2))
actual = random.complex_normal(loc=loc, gamma=gamma, relation=relation)
desired = np.array([
[
1.393937478212015 - 0.31374589731830593j,
0.9474905694736895 - 0.16424530802218726j,
],
[
1.119247463119766 + 0.023956373851168843j,
0.8776366291514774 + 0.2865220655803411j,
],
[
0.5515508326417458 - 0.15986016780453596j,
-0.6803993941303332 + 1.1782711493556892j,
],
])
assert_array_almost_equal(actual, desired, decimal=15)
random.state = state
actual = random.complex_normal(loc=loc,
gamma=1.0,
relation=0.5,
size=(3, 2))
assert_array_almost_equal(actual, desired, decimal=15)
def test_scalar(self):
s = Generator(MT19937(0, mode="legacy"))
assert_equal(s.integers(1000), 684)
s1 = np.random.RandomState(0)
assert_equal(s1.randint(1000), 684)
assert_equal(s1.randint(1000), s.integers(1000))
s = Generator(MT19937(4294967295, mode="legacy"))
assert_equal(s.integers(1000), 419)
s1 = np.random.RandomState(4294967295)
assert_equal(s1.randint(1000), 419)
assert_equal(s1.randint(1000), s.integers(1000))
self.rg.bit_generator.seed(4294967295)
self.nprs.seed(4294967295)
self._is_state_common()
def test_call_within_randomstate(self):
# Check that custom RandomState does not call into global state
m = RandomGenerator(MT19937()) # mt19937.RandomState()
res = np.array([0, 8, 7, 2, 1, 9, 4, 7, 0, 3])
for i in range(3):
mt19937.seed(i)
m.seed(4321)
# If m.state is not honored, the result will change
assert_array_equal(m.choice(10, size=10, p=np.ones(10)/10.), res)
def test_pickle_and_copy(seed):
gen = ExtendedGenerator(MT19937(seed, mode="legacy"))
reloaded = pickle.loads(pickle.dumps(gen))
assert isinstance(reloaded, ExtendedGenerator)
copied = copy.deepcopy(gen)
gen_rv = gen.uintegers(10, bits=64)
reloaded_rv = reloaded.uintegers(10, bits=64)
copied_rv = copied.uintegers(10, bits=64)
assert_equal(gen_rv, reloaded_rv)
assert_equal(gen_rv, copied_rv)
def test_multivariate_normal_basic_stats(seed, method):
random = ExtendedGenerator(MT19937(seed, mode="sequence"))
n_s = 1000
mean = np.array([1, 2])
cov = np.array([[2, 1], [1, 2]])
s = random.multivariate_normal(mean, cov, size=(n_s, ), method=method)
s_center = s - mean
cov_emp = (s_center.T @ s_center) / (n_s - 1)
# these are pretty loose and are only designed to detect major errors
assert np.all(np.abs(s_center.mean(-2)) < 0.1)
assert np.all(np.abs(cov_emp - cov) < 0.2)
self._bins = 10 * (5**(level_obj))
def solve(self, sample):
solution = np.histogram(sample, self._bins, (0, 1000))
ans = sum(i > 0 for i in solution[0])
return ans
def lvl_maker(level_f, level_c, comm=MPI.COMM_WORLD):
if level_c < 0:
return level_f, None
else:
return level_f, level_c
rg = RandomGenerator(MT19937(12345))
def samp(level, level2):
ans = [rg.random_sample() * 1000 for i in range(10)]
if level2 == None:
return ans, None
return ans, ans
def general_test():
# Levels and repetitions
levels = 4
repetitions = [1000, 500, 1000, 1000]
MLMCprob = MLMC_Problem(binProblem, samp, lvl_maker)
MLMCsolv = MLMC_Solver(MLMCprob, levels, repetitions)
from __future__ import division, absolute_import, print_function
import sys
from numpy.testing import (assert_, assert_array_equal)
from numpy.compat import long
import numpy as np
import pytest
from randomgen import RandomGenerator, MT19937
mt19937 = RandomGenerator(MT19937())
class TestRegression(object):
def test_VonMises_range(self):
# Make sure generated random variables are in [-pi, pi].
# Regression test for ticket #986.
for mu in np.linspace(-7., 7., 5):
r = mt19937.vonmises(mu, 1, 50)
assert_(np.all(r > -np.pi) and np.all(r <= np.pi))
def test_hypergeometric_range(self):
# Test for ticket #921
assert_(np.all(mt19937.hypergeometric(3, 18, 11, size=10) < 4))
assert_(np.all(mt19937.hypergeometric(18, 3, 11, size=10) > 0))
# Test for ticket #5623
args = [
(2**20 - 2, 2**20 - 2, 2**20 - 2), # Check for 32-bit systems
]
is_64bits = sys.maxsize > 2**32
# Code to estimate mixture entropy using Monte Carlo sampling
import numpy as np
import scipy
from entropy import pairwise_distance2_np
from randomgen import RandomGenerator, MT19937
rnd = RandomGenerator(MT19937())
def get_mc_entropy(mx, var):
n, d = mx.shape
mx2 = mx + rnd.standard_normal(mx.shape, dtype=np.float32) * np.sqrt(var)
dist_norm = pairwise_distance2_np(mx, mx2) / (-2.0 * var)
const = -0.5 * d * np.log(2.0 * np.pi * var) - np.log(n)
logprobs = const + scipy.special.logsumexp(dist_norm, axis=0)
return -np.mean(logprobs)
import numpy as np
from numpy.compat import long
from numpy.testing import assert_, assert_array_equal
import pytest
from randomgen import MT19937, Generator
mt19937 = Generator(MT19937(mode="legacy"))
class TestRegression(object):
def test_VonMises_range(self):
# Make sure generated random variables are in [-pi, pi].
# Regression test for ticket #986.
for mu in np.linspace(-7.0, 7.0, 5):
r = mt19937.vonmises(mu, 1, 50)
assert_(np.all(r > -np.pi) and np.all(r <= np.pi))
def test_hypergeometric_range(self):
# Test for ticket #921
assert_(np.all(mt19937.hypergeometric(3, 18, 11, size=10) < 4))
assert_(np.all(mt19937.hypergeometric(18, 3, 11, size=10) > 0))
# Test for ticket #5623
args = (2**20 - 2, 2**20 - 2, 2**20 - 2) # Check for 32-bit systems
assert_(mt19937.hypergeometric(*args) > 0)
def test_logseries_convergence(self):
# Test for ticket #923
N = 1000
mt19937.bit_generator.seed(0)
import sys
import numpy as np
from numpy.compat import long
from numpy.testing import assert_, assert_array_equal
import pytest
from randomgen import MT19937, Generator
mt19937 = Generator(MT19937())
class TestRegression(object):
def test_VonMises_range(self):
# Make sure generated random variables are in [-pi, pi].
# Regression test for ticket #986.
for mu in np.linspace(-7., 7., 5):
r = mt19937.vonmises(mu, 1, 50)
assert_(np.all(r > -np.pi) and np.all(r <= np.pi))
def test_hypergeometric_range(self):
# Test for ticket #921
assert_(np.all(mt19937.hypergeometric(3, 18, 11, size=10) < 4))
assert_(np.all(mt19937.hypergeometric(18, 3, 11, size=10) > 0))
# Test for ticket #5623
args = [
(2**20 - 2, 2**20 - 2, 2**20 - 2), # Check for 32-bit systems
]
is_64bits = sys.maxsize > 2**32
if is_64bits and sys.platform != 'win32':
state["key"] = np.asarray(state["key"], dtype="uint32")
state = {"key": [], "pos": -1}
states.append(state)
return states[:-1], pf
values: Dict[Tuple[str, Tuple[int, ...], int], Dict] = {}
for poly in ("poly-128", "clist_mt19937"):
shutil.copy(f"{poly}.txt", "jump-poly.txt")
fn = "_jump_tester" if poly == "clist_mt19937" else "jumped"
for seed, step in zip(SEEDS, STEPS):
seed_tpl = (seed,) if isinstance(seed, int) else tuple(seed)
key = (fn, seed_tpl, step)
values[key] = {}
np_mt19937 = np.random.MT19937(seed)
mt19937 = MT19937(mode="sequence")
mt19937.state = np_mt19937.state
mt19937.random_raw(step)
file_name = f"state-{seed}-{step}.csv"
save_state(mt19937, file_name=file_name)
hash = hashlib.md5(mt19937.state["state"]["key"])
values[key]["initial"] = {
"key_md5": hash.hexdigest(),
"pos": mt19937.state["state"]["pos"],
}
if os.path.exists("state.txt"):
os.unlink("state.txt")
shutil.copy(file_name, "state.txt")
out = subprocess.run(EXECUTABLE, stdout=subprocess.PIPE)
parsed, pf = parse_output(out.stdout.decode("utf8"))
hash = hashlib.md5(parsed[-1]["key"])
def test_set_get_state(seed):
state = _mt19937.state
gen = ExtendedGenerator(MT19937(seed, mode="legacy"))
gen.state = state
assert_equal(gen.state["state"]["key"], state["state"]["key"])
assert_equal(gen.state["state"]["pos"], state["state"]["pos"])
SEED = 1234567890
MV_SEED = 123456789
@pytest.fixture(scope="module")
def seed():
return SEED
@pytest.fixture(scope="module")
def mv_seed():
return MV_SEED
_mt19937 = MT19937(SEED, mode="legacy")
random = ExtendedGenerator(_mt19937)
NP_LT_118 = LooseVersion(np.__version__) < LooseVersion("1.18.0")
@pytest.mark.skipif(NP_LT_118, reason="Can only test with NumPy >= 1.18")
@pytest.mark.parametrize("method", ["svd", "eigh", "cholesky"])
def test_multivariate_normal_method(seed, method):
from numpy.random import MT19937 as NPMT19937
random = ExtendedGenerator(NPMT19937(seed))
mean = (0.123456789, 10)
cov = [[1, 0], [0, 1]]
size = (3, 2)
actual = random.multivariate_normal(mean, cov, size, method=method)
