Philox Counter-based RNG¶

class numpy.random.Philox(seed=None, counter=None, key=None)¶

Container for the Philox (4x64) 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 an int or array_like[ints] is passed, then it will be passed to SeedSequence to derive the initial BitGenerator state. One may also pass in a SeedSequence instance.
counter{None, int, array_like}, optional: Counter to use in the Philox state. Can be either a Python int (long in 2.x) in [0, 2**256) or a 4-element uint64 array. If not provided, the RNG is initialized at 0.
key{None, int, array_like}, optional: Key to use in the Philox state. Unlike seed, the value in key is directly set. Can be either a Python int in [0, 2**128) or a 2-element uint64 array. key and seed cannot both be used.

Notes

Philox is a 64-bit PRNG that uses a counter-based design based on weaker (and faster) versions of cryptographic functions [1]. Instances using different values of the key produce independent sequences. Philox has a period of

System Message: WARNING/2 (2^{256} - 1)

latex exited with error [stdout] This is pdfTeX, Version 3.14159265-2.6-1.40.18 (TeX Live 2017/Debian) (preloaded format=latex) restricted \write18 enabled. entering extended mode (./math.tex LaTeX2e <2017-04-15> Babel <3.18> and hyphenation patterns for 3 language(s) loaded. (/usr/share/texlive/texmf-dist/tex/latex/base/article.cls Document Class: article 2014/09/29 v1.4h Standard LaTeX document class (/usr/share/texlive/texmf-dist/tex/latex/base/size12.clo)) (/usr/share/texlive/texmf-dist/tex/latex/base/inputenc.sty (/usr/share/texlive/texmf-dist/tex/latex/base/utf8.def (/usr/share/texlive/texmf-dist/tex/latex/base/t1enc.dfu) (/usr/share/texlive/texmf-dist/tex/latex/base/ot1enc.dfu) (/usr/share/texlive/texmf-dist/tex/latex/base/omsenc.dfu))) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsmath.sty For additional information on amsmath, use the `?' option. (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amstext.sty (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsgen.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsbsy.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsmath/amsopn.sty)) (/usr/share/texlive/texmf-dist/tex/latex/amscls/amsthm.sty) (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amssymb.sty (/usr/share/texlive/texmf-dist/tex/latex/amsfonts/amsfonts.sty)) ! LaTeX Error: File `anyfontsize.sty' not found. Type X to quit or <RETURN> to proceed, or enter new name. (Default extension: sty) Enter file name: ! Emergency stop. <read *> l.8 \usepackage {bm}^^M No pages of output. Transcript written on math.log.

and supports arbitrary advancing and jumping the sequence in increments of

System Message: WARNING/2 (2^{128})

. These features allow multiple non-overlapping sequences to be generated.

Philox 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 a Generator or similar object that supports low-level access.

State and Seeding

The Philox state vector consists of a 256-bit value encoded as a 4-element uint64 array and a 128-bit value encoded as a 2-element uint64 array. The former is a counter which is incremented by 1 for every 4 64-bit randoms produced. The second is a key which determined the sequence produced. Using different keys produces independent sequences.

The input seed is processed by SeedSequence to generate the key. The counter is set to 0.

Alternately, one can omit the seed parameter and set the key and counter directly.

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, Philox, SeedSequence
>>> sg = SeedSequence(1234)
>>> rg = [Generator(Philox(s)) for s in sg.spawn(10)]

Philox can be used in parallel applications by calling the jumped method to advances the state as-if

System Message: WARNING/2 (2^{128})

random numbers have been generated. Alternatively, advance can be used to advance the counter for any positive step in [0, 2**256). When using jumped, all generators should be chained to ensure that the segments come from the same sequence.

>>> from numpy.random import Generator, Philox
>>> bit_generator = Philox(1234)
>>> rg = []
>>> for _ in range(10):
...    rg.append(Generator(bit_generator))
...    bit_generator = bit_generator.jumped()

Alternatively, Philox can be used in parallel applications by using a sequence of distinct keys where each instance uses different key.

>>> key = 2**96 + 2**33 + 2**17 + 2**9
>>> rg = [Generator(Philox(key=key+i)) for i in range(10)]

Compatibility Guarantee

Philox makes a guarantee that a fixed seed will always produce the same random integer stream.

References

1: John K. Salmon, Mark A. Moraes, Ron O. Dror, and David E. Shaw, “Parallel Random Numbers: As Easy as 1, 2, 3,” Proceedings of the International Conference for High Performance Computing, Networking, Storage and Analysis (SC11), New York, NY: ACM, 2011.

Examples

>>> from numpy.random import Generator, Philox
>>> rg = Generator(Philox(1234))
>>> rg.standard_normal()
0.123  # random

Attributes

lock: threading.Lock: Lock instance that is shared so that the same bit git generator can be used in multiple Generators without corrupting the state. Code that generates values from a bit generator should hold the bit generator’s lock.

State¶

state

Get or set the PRNG state

Parallel generation¶

`advance`(delta)	Advance the underlying RNG as-if delta draws have occurred.
`jumped`([jumps])	Returns a new bit generator with the state jumped

Extending¶

`cffi`	CFFI interface
`ctypes`	ctypes interface

numpy.random.PCG64.ctypes numpy.random.Philox.state

Philox Counter-based RNG¶

State¶

Parallel generation¶

Extending¶

About us

Community

Learning & Documentation