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Filled out how_to.rst, added labels for BRNG pages.
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85 changes: 84 additions & 1 deletion docs/source/how_to.rst
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How-to Guides
=============

To be written.
How to save and resume long computation
---------------------------------------

:class:`RandomState` is pickleable, and pickling allows to save and restore
the internal state of the quasi-random number generators.

.. code-block:: python
:caption: Saving state of quasi-random basic random number generators
import numpy as np
import mkl_random
import pickle
rs = mkl_random.RandomState(seed=777, brng="r250")
draw = rs.standard_normal(size=1357913)
# pickle random state
saved = pickle.dumps(rs)
# draw some numbers as if computation were to continue
post_draw = rs.gamma(5, 1, size=100)
# restore random state, and continue from
restored_rs = pickle.loads(saved)
resumed_draw = restored_rs.gamma(5, 1, size=100)
# sample from restored stated is the same as sample
# from the original one
assert np.array_equal(restored_rs, resumed_draw)
Stochastic computations in parallel with multiprocessing
--------------------------------------------------------

When performing stochastic computations in parallel, care is due to ensure
statistical independence of samples drawn in parallel.

Basic quasi-random number generators provide different means to accomplishing
this. Some support :meth:`skipahead` method or :meth:`leapfrog` method, while
others provide a fixed-size family of generators with nice property that generators
from such family, initialized equally, produce streams of randomness statistically
indistunguishable from independent.

.. py:method:: skipahead(nskips)
:canonical: mkl_random.RandomState.skipahead

Advance the state of the generator using skip-ahead method, or raise :code:`ValueError`
exception if not supported.

The argument `nskips` must be a positive Python integer.

The method is supported for :ref:`"philox4x32x10" <philox4x32x10_brng>`, :ref:`"mrg32k3a" <mrg32k3a_brng>`,
:ref:`"mcg31m1" <mcg31m1_brng>`, :ref:`"mcg59" <mcg59_brng>`, :ref:`"wh" <wh_brng>`,
:ref:`"mt19937" <mt19937_brng>`, :ref:`"sfmt19937" <sfmt19937_brng>`, and :ref:`"ars5" <ars5_brng>`
basic random number generators.

.. note::
When using :meth:`skipahead`, it is important to ensure that a parallel task does not consume more than
:code:`nskips` states, otherwise streams of randomness begin to overlap and the assumption of statistical
independence breaks down.

.. py:method:: leapfrog(k, nstreams)
:canonical: mkl_random.RandomState.leapfrog

Initialize the state of the generator using leap-frog method, or raise :code:`ValueError`
exception if not supported.

The leap-frog method partitions state tragectory into :code:`nstream` interleaved non-overlapping
sub-sequences, and argument :code:`k` identifies the subsequence.

The method is supported for :ref:`"mcg31m1" <mcg31m1_brng>`, :ref:`"mcg59" <mcg59_brng>`, and :ref:`"wh" <wh_brng>`
basic pseudo-random number generators.

.. note::
When using :meth:`leapfrog` or :meth:`skipahead` methods one must remember that parallel tasks partition
generators period and choose a generator with sufficiently long period to avoid cycling over the period
more than once, as doing so also breaks the assumption of statistical independence and may compromise
correctness of the simulation.

:mod:`mkl_random` also provides two families of basic pseudo-random number generators, :ref:`"mt2203" <mt2203_brng>` and
:ref:`"wh" <wh_brng>`, with property that members from particular family, initialized equally, produce streams of
randomness stasistically indistunguishable from independent. To use such families in parallel computation, assign
difference family generators to different parallel workers and sample those assigned generators in each parallel worker.
Please refer to "examples/" folder in the `GitHub repo <https://github.com/IntelPython/mkl_random>`_ for more details.
2 changes: 2 additions & 0 deletions docs/source/reference/ars5.rst
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.. _ars5_brng:

ARS5 brng
=========

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2 changes: 2 additions & 0 deletions docs/source/reference/mcg31.rst
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.. _mcg31m1_brng:

MCG31 brng
==========

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2 changes: 2 additions & 0 deletions docs/source/reference/mcg59.rst
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.. _mcg59_brng:

MCG59 brng
==========

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2 changes: 2 additions & 0 deletions docs/source/reference/mrg32k3a.rst
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.. _mrg32k3a_brng:

MRG32k3a brng
=============

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2 changes: 2 additions & 0 deletions docs/source/reference/mt19937.rst
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.. _mt19937_brng:

MT19937 brng
============

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2 changes: 2 additions & 0 deletions docs/source/reference/mt2203.rst
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.. _mt2203_brng:

MT2203 brng
===========

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2 changes: 2 additions & 0 deletions docs/source/reference/nondeterministic.rst
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.. _nondeterm_brng:

Nondeterm brng
==============

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2 changes: 2 additions & 0 deletions docs/source/reference/philox4x32x10.rst
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.. _philox4x32x10_brng:

Philox4x32x10 brng
==================

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2 changes: 2 additions & 0 deletions docs/source/reference/r250.rst
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.. _r250_brng:

R250 brng
=========

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2 changes: 2 additions & 0 deletions docs/source/reference/sfmt19937.rst
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.. _sfmt19937_brng:

SFMT19937 brng
==============

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2 changes: 2 additions & 0 deletions docs/source/reference/wichmann_hill.rst
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.. _wh_brng:

Wichmann-Hill brng
==================

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9 changes: 6 additions & 3 deletions docs/source/tutorials.rst
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Beginner's guide
================

Installation
============
------------

Package :mod:`mkl_random` is available in conda ecosystem on "conda-forge", default, and "intel" channels.

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The :mod:`mkl_random` is also distributed as part of `Intel(R) Distribution for Python* <https://www.intel.com/content/www/us/en/developer/tools/oneapi/distribution-for-python.html>`_.

Beginner's guide
================
First steps
-----------

The :mod:`mkl_random` package was designed following :class:`numpy.random.RandomState` class to
make use of :mod:`mkl_random` easy for current uses of :mod:`numpy.random` module.
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