pymor.tools.random

Methods for managing random state in pyMOR.

Many algorithms potentially depend directly or indirectly on randomness. To ensure reproducible execution of pyMOR code without having to pass around a random number generator object everywhere, pyMOR manages a global random number generator object. This object is initialized automatically from a configurable default random seed during startup and can be obtained by calling get_rng. The returned object is a subclass of numpy.random.Generator and inherits all its sampling methods.

To locally reset the global random number generator in order to deterministically sample random numbers independently of previously executed code, a new random number generator can be created via new_rng and installed by using it as a context manager. For instance, to sample a deterministic initialization vector for an iterative algorithm we can write:

with new_rng(12345):
    U0 = some_operator.source.random()

Using a single global random state can lead to either non-deterministic or correlated behavior in parallel or asynchronous code. get_rng takes provisions to detect such situations and issue a warning. In such cases spawn_rng needs to be called on the entry points of concurrent code paths to ensure the desired behavior. For an advanced example, see pymor.algorithms.hapod.

Module Contents

class pymor.tools.random.RNG(seed_seq)

Bases: numpy.random.Generator

Random number generator.

This class inherits from np.random.Generator and inherits all its sampling methods. Further, the class can be used as a context manager, which upon entry installs the RNG as pyMOR’s global RNG that is returned from get_rng. When the context is left, the previous global RNG is installed again.

When using a context manager is not feasible, i.e. in an interactive workflow, this functionality can be accessed via the install and RNG:uninstall methods.

A new instance of this class should be obtained using new_rng.

Parameters

seed_seq

A SeedSequence to initialized the RNG with.

Methods

install	Installs the generator as pyMOR's global random generator.
uninstall	Restores the previously set global random generator.

install()

Installs the generator as pyMOR’s global random generator.

uninstall()

Restores the previously set global random generator.

pymor.tools.random.get_rng()

Returns the current globally installed random number generator.

pymor.tools.random.get_seed_seq()

Returns SeedSequence of the current global random number generator.

This function returns the SeedSequence with which pyMOR’s currently installed global random number generator has been initialized. The returned instance can be used to deterministically create a new SeedSequence via the spawn method, which then can be used to initialize a new random generator in external library code or concurrent code paths.

pymor.tools.random.new_rng(seed_seq=42)

Creates a new random number generator and returns it.

Parameters

seed_seq

Entropy to seed the generator with. Either a SeedSequence or an int or list of ints from which the SeedSequence will be created. If None, entropy is sampled from the operating system.

Returns

The newly created random number generator.

pymor.tools.random.spawn_rng(f)

Wraps a function or coroutine to create a new random number generator in concurrent code paths.

Calling this function on a function or coroutine object creates a wrapper which will execute the wrapped function with a new globally installed random number generator. This ensures that random numbers in concurrent code paths (threads, multiprocessing, asyncio) are deterministically generated yet uncorrelated.

Warning

If the control flow within a single code path depends on communication events with concurrent code, e.g., the order in which some parallel jobs finish, deterministic behavior can no longer be guaranteed by just using spawn_rng. In such cases, the code additionally has to ensure that random numbers are sampled independently of the communication order.

Parameters

f

The function or coroutine to wrap.

Returns

The wrapped function or coroutine.