Fastest Way to generate 1,000,000+ random numbers in python

Question

I am currently writing an app in python that needs to generate large amount of random numbers, FAST. Currently I have a scheme going that uses numpy to generate all of the n

Answer 1

Try r = 1664525*r + 1013904223
from "an even quicker generator" in "Numerical Recipes in C" 2nd edition, Press et al., isbn 0521431085, p. 284.
np.random is certainly "more random"; see Linear congruential generator .

In python, use np.uint32 like this:

python -mtimeit -s '
import numpy as np
r = 1
r = np.array([r], np.uint32)[0]  # 316 py -> 16 us np 
    # python longs can be arbitrarily long, so slow
' '
r = r*1664525 + 1013904223  # NR2 p. 284
'

To generate big blocks at a time:

# initialize --
np.random.seed( ... )
R = np.random.randint( 0, np.iinfo( np.uint32 ).max, size,  dtype=np.uint32 )
...
R *= 1664525
R += 1013904223