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Try VectorizedRNG.jl #304

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Try VectorizedRNG.jl #304

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03f8294
try VectorizedRNG.jl
ChrisRackauckas May 18, 2020
e0771be
fix VectorizedRNG to only the no seed case
ChrisRackauckas May 18, 2020
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1 change: 1 addition & 0 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -25,6 +25,7 @@ SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
SparseDiffTools = "47a9eef4-7e08-11e9-0b38-333d64bd3804"
StaticArrays = "90137ffa-7385-5640-81b9-e52037218182"
UnPack = "3a884ed6-31ef-47d7-9d2a-63182c4928ed"
VectorizedRNG = "33b4df10-0173-11e9-2a0c-851a7edac40e"

[compat]
ArrayInterface = "2.4"
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2 changes: 2 additions & 0 deletions src/StochasticDiffEq.jl
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Expand Up @@ -20,6 +20,8 @@ module StochasticDiffEq

import RecursiveArrayTools: chain

import VectorizedRNG

using Logging, SparseArrays

using LinearAlgebra, Random, FillArrays
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18 changes: 7 additions & 11 deletions src/solve.jl
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Expand Up @@ -289,17 +289,13 @@ function DiffEqBase.__init(
if typeof(prob) <: DiffEqBase.AbstractRODEProblem && prob.noise === nothing
rswm = isadaptive(alg) ? RSWM(adaptivealg=:RSwM3) : RSWM(adaptivealg=:RSwM1)
if isinplace(prob)
#if isadaptive(alg) || callback !== nothing
if alg_needs_extra_process(alg)
W = WienerProcess!(t,rand_prototype,rand_prototype,
save_everystep=save_noise,
rng = Xorshifts.Xoroshiro128Plus(_seed))
else
W = WienerProcess!(t,rand_prototype,
save_everystep=save_noise,
rng = Xorshifts.Xoroshiro128Plus(_seed))
end
#=
_rng = typeof(prob.u0) <: Array{Float64} && seed !== nothing ?
VectorizedRNG.local_rng() :
Xorshifts.Xoroshiro128Plus(_seed)
if alg_needs_extra_process(alg)
W = constructor(t,rand_prototype,rand_prototype,
save_everystep=save_noise,
rng = _rng)
else
if alg_needs_extra_process(alg)
W = SimpleWienerProcess!(t,rand_prototype,rand_prototype,
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