Implemented suggestion #10

.travis.yml

@@ -1,23 +1,10 @@
 matrix:
     include:
-        - name: "Linux-Py2"
-          os: linux
-          env:
-            - MINICONDA=Miniconda2-latest-Linux-x86_64.sh
-            - PYVER="--python=27"
         - name: "Linux-Py3"
           os: linux
           env:
             - MINICONDA=Miniconda3-latest-Linux-x86_64.sh
             - PYVER=""
-        - name: "OsX-Py2"
-          os: osx
-          osx_image: xcode8
-          env:
-            - MATRIX_EVAL="brew install gcc && CC=gcc-7 && CXX=g++-7"
-            - MINICONDA=Miniconda3-latest-MacOSX-x86_64.sh
-            - MACOSX_DEPLOYMENT_TARGET="10.9"
-            - PYVER="--python=27"
         - name: "OsX-Py3"
           os: osx
           osx_image: xcode8
@@ -34,11 +21,11 @@ install:
   - hash -r
   - conda config --set always_yes yes --set changeps1 no
   - conda update -q conda
-  - conda install conda-build
+  - conda install -c conda-forge conda-forge::conda-build
   # Useful for debugging any issues with conda
   - conda info -a
   - gcc -v
   - g++ -v
 
 script:
-  - conda build -c intel -c conda-forge $PYVER conda-recipe
+  - conda build -c intel -c conda-forge --numpy=1.16 $PYVER conda-recipe

conda-recipe/bld.bat

@@ -1,4 +1,5 @@
 @rem Remember to source the compiler
 
+set MKLROOT=%CONDA_PREFIX%
 %PYTHON% setup.py install --old-and-unmanageable
 if errorlevel 1 exit 1

conda-recipe/build.sh

@@ -1,4 +1,4 @@
 #!/bin/bash -x
 
 export CFLAGS="-I$PREFIX/include $CFLAGS"
-$PYTHON setup.py install --old-and-unmanageable
+MKLROOT=$CONDA_PREFIX $PYTHON setup.py install --old-and-unmanageable

conda-recipe/meta.yaml

@@ -1,4 +1,4 @@
-{% set version = "1.1.0" %}
+{% set version = "1.2.0" %}
 {% set buildnumber = 0 %}
 
 ### If you change the iccver here, you must also set the path correctly in build.sh / bld.bat!!!
@@ -14,15 +14,9 @@ source:
 
 build:
     number: {{buildnumber}}
-    skip: True  # [win and py27]
-    always_include_files:
-      - {{ SP_DIR.replace('\\', '/') if win else SP_DIR }}/mkl_random/__init__.py
-      - {{ SP_DIR.replace('\\', '/') if win else SP_DIR }}/mkl_random/mklrand.*
-      - {{ SP_DIR.replace('\\', '/') if win else SP_DIR }}/mkl_random/setup.py
-      - {{ SP_DIR.replace('\\', '/') if win else SP_DIR }}/mkl_random/tests/test_random.py
-      - {{ SP_DIR.replace('\\', '/') if win else SP_DIR }}/mkl_random/tests/test_regressions.py
-      - {{ SP_DIR.replace('\\', '/') if win else SP_DIR }}/mkl_random/__pycache__/*
-      - {{ SP_DIR.replace('\\', '/') if win else SP_DIR }}/mkl_random/tests/__pycache__/*
+    ignore_run_exports:
+      - blas
+
 
 requirements:
     build:
@@ -44,6 +38,7 @@ test:
       - nosetests -v mkl_random
     requires:
       - nose
+      - mkl-service
       - numpy >=1.14
     imports:
       - mkl_random

mkl_random/_version.py

@@ -1,2 +1,2 @@
-__version__ = '1.1.1'
+__version__ = '1.2.0'
 

mkl_random/mklrand.pyx

@@ -1,5 +1,5 @@
 #!/usr/bin/env python
-# Copyright (c) 2017-2019, Intel Corporation
+# Copyright (c) 2017-2020, Intel Corporation
 #
 # Redistribution and use in source and binary forms, with or without
 # modification, are permitted provided that the following conditions are met:
@@ -24,9 +24,6 @@
 # OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
 # OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 
-from __future__ import absolute_import
-include "numpy.pxd"
-
 cdef extern from "Python.h":
     void* PyMem_Malloc(size_t n)
     void PyMem_Free(void* buf)
@@ -38,6 +35,7 @@ cdef extern from "Python.h":
     void PyErr_Clear()
 
 
+include "numpy.pxd"
 from libc.string cimport memset, memcpy
 
 cdef extern from "math.h":
@@ -83,6 +81,7 @@ cdef extern from "randomkit.h":
     void irk_get_state_mkl(irk_state * state, char * buf)
     int irk_set_state_mkl(irk_state * state, char * buf)
     int irk_get_brng_mkl(irk_state *state) nogil
+    int irk_get_brng_and_stream_mkl(irk_state *state, unsigned int * stream_id) nogil
     int irk_leapfrog_stream_mkl(irk_state *state, int k, int nstreams) nogil
     int irk_skipahead_stream_mkl(irk_state *state, long long int nskips) nogil
 
@@ -181,8 +180,9 @@ ctypedef void (* irk_discd_long_vec)(irk_state *state, npy_intp len, long *res,
 ctypedef void (* irk_discdptr_vec)(irk_state *state, npy_intp len, int *res, double *a) nogil
 
 
-# Initialize numpy
-import_array()
+cdef int r = _import_array()
+if (r<0):
+    raise ImportError("Failed to import NumPy")
 
 cimport cython
 import numpy as np
@@ -888,15 +888,15 @@ _brng_dict_stream_max = {
     NONDETERM: 1,
 }
 
-def _default_fallback_brng_token_(brng):
+cdef irk_brng_t _default_fallback_brng_token_(brng):
     cdef irk_brng_t brng_token
     warnings.warn(("The basic random generator specification {given} is not recognized. "
                    "\"MT19937\" will be used instead").format(given=brng),
                   UserWarning)
     brng_token = MT19937
     return brng_token
 
-def _parse_brng_token_(brng):
+cdef irk_brng_t _parse_brng_token_(brng):
     cdef irk_brng_t brng_token
 
     if isinstance(brng, str):
@@ -946,7 +946,7 @@ cdef class RandomState:
     """
     RandomState(seed=None, brng='MT19937')
 
-    Container for the Mersenne Twister pseudo-random number generator.
+    Container for the Intel(R) MKL-powered (pseudo-)random number generators.
 
     `RandomState` exposes a number of methods for generating random numbers
     drawn from a variety of probability distributions. In addition to the
@@ -1008,9 +1008,9 @@ cdef class RandomState:
             PyMem_Free(self.internal_state)
             self.internal_state = NULL
 
-    def seed(self, seed=None, brng='MT19937'):
+    def seed(self, seed=None, brng=None):
         """
-        seed(seed=None, brng='MT19937')
+        seed(seed=None, brng=None)
 
         Seed the generator.
 
@@ -1023,9 +1023,10 @@ cdef class RandomState:
             Seed for `RandomState`.
             Must be convertible to 32 bit unsigned integers.
         brng : {'MT19937', 'SFMT19937', 'MT2203', 'R250', 'WH', 'MCG31',
-                'MCG59', 'MRG32K3A', 'PHILOX4X32X10', 'NONDETERM'}, optional
+                'MCG59', 'MRG32K3A', 'PHILOX4X32X10', 'NONDETERM', None}, optional
             Basic pseudo-random number generation algorithms, provided by
-            Intel MKL. The default choice is 'MT19937' - the Mersenne Twister.
+            Intel MKL. Use `brng==None` to keep the `brng` specified to construct
+            the class instance.
 
         See Also
         --------
@@ -1041,7 +1042,10 @@ cdef class RandomState:
         cdef unsigned int stream_id
         cdef ndarray obj "arrayObject_obj"
 
-        brng_token, stream_id = _parse_brng_argument(brng);
+        if (brng):
+            brng_token, stream_id = _parse_brng_argument(brng);
+        else:
+            brng_token = <irk_brng_t> irk_get_brng_and_stream_mkl(self.internal_state, &stream_id)
         try:
             if seed is None:
                 with self.lock:

mkl_random/src/numpy.pxd

@@ -133,8 +133,6 @@ cdef extern from "numpy/arrayobject.h":
 
     dtype PyArray_DescrFromType(int)
 
-    void import_array()
-
 # include functions that were once macros in the new api
 
     int PyArray_NDIM(ndarray arr)
@@ -150,3 +148,5 @@ cdef extern from "numpy/arrayobject.h":
     int PyArray_TYPE(ndarray arr)
     int PyArray_CHKFLAGS(ndarray arr, int flags)
     object PyArray_GETITEM(ndarray arr, char *itemptr)
+
+    int _import_array()

mkl_random/src/randomkit.c

@@ -145,6 +145,27 @@ int irk_get_brng_mkl(irk_state *state)
     return -1;
 }
 
+int irk_get_brng_and_stream_mkl(irk_state *state, unsigned int* stream_id)
+{
+    int i, mkl_brng_id = vslGetStreamStateBrng(state->stream);
+
+    if ((VSL_BRNG_MT2203 <= mkl_brng_id) && (mkl_brng_id < VSL_BRNG_MT2203 + SIZE_OF_MT2203_FAMILY)) {
+	*stream_id = (unsigned int)(mkl_brng_id - VSL_BRNG_MT2203);
+        mkl_brng_id = VSL_BRNG_MT2203;
+    } else if ((VSL_BRNG_WH <= mkl_brng_id ) && (mkl_brng_id < VSL_BRNG_WH + SIZE_OF_WH_FAMILY)) {
+	*stream_id = (unsigned int)(mkl_brng_id - VSL_BRNG_WH);
+        mkl_brng_id = VSL_BRNG_WH;
+    }
+
+    for(i = 0; i < BRNG_KINDS; i++)
+        if(mkl_brng_id == brng_list[i]) {
+	    *stream_id = (unsigned int)(0);
+            return i;
+	}
+
+    return -1;
+}
+
 void irk_seed_mkl(irk_state *state, const unsigned int seed, const irk_brng_t brng, const unsigned int stream_id)
 {
     VSLStreamStatePtr stream_loc;

mkl_random/src/randomkit.h

@@ -97,6 +97,7 @@ extern int irk_get_stream_size(irk_state *state);
 extern void irk_get_state_mkl(irk_state *state, char * buf);
 extern int irk_set_state_mkl(irk_state *state, char * buf);
 extern int irk_get_brng_mkl(irk_state *state);
+extern int irk_get_brng_and_stream_mkl(irk_state *state, unsigned int* stream_id);
 
 extern int irk_leapfrog_stream_mkl(irk_state *state, const int k, const int nstreams);
 extern int irk_skipahead_stream_mkl(irk_state *state, const long long int nskip);

mkl_random/tests/test_regression.py

@@ -24,11 +24,10 @@
 # OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
 # OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 
-from __future__ import division, absolute_import, print_function
-
 import sys
 from numpy.testing import (TestCase, run_module_suite, assert_,
-                           assert_array_equal, assert_raises)
+                           assert_array_equal, assert_raises, dec)
+import mkl
 import mkl_random as rnd
 from numpy.compat import long
 import numpy as np
@@ -118,6 +117,8 @@ def test_multivariate_normal_size_types(self):
         rnd.multivariate_normal([0], [[0]], size=np.int_(1))
         rnd.multivariate_normal([0], [[0]], size=np.int64(1))
 
+    @dec.skipif(tuple(map(mkl.get_version().get, ['MajorVersion', 'UpdateVersion'])) == (2020,3),
+                msg="Intel(R) MKL 2020.3 produces NaN for these parameters")
     def test_beta_small_parameters(self):
         # Test that beta with small a and b parameters does not produce
         # NaNs due to roundoff errors causing 0 / 0, gh-5851