Merge pull request #15007 from mattip/random-c-api2

DOC, API: improve the C-API/Cython documentation and interfaces for random

7 files changed, 187 insertions, 157 deletions

diff --git a/doc/source/reference/random/c-api.rst b/doc/source/reference/random/c-api.rst
index 3c901f3b4..2a9de04dc 100644
--- a/doc/source/reference/random/c-api.rst
+++ b/doc/source/reference/random/c-api.rst
@@ -3,32 +3,49 @@ Cython API for random
 
 .. currentmodule:: numpy.random
 
-Typed versions of many of the `Generator` and `BitGenerator` can be accessed
-directly from Cython: the complete list is given below.
+Typed versions of many of the `Generator` and `BitGenerator` methods can be
+accessed directly from Cython: the complete list is given below.
 
 The ``_bit_generator`` module is usable via::
 
     cimport numpy.random._bit_generator
 
 It provides function pointers for quickly accessing the next bytes in the
-`BitGenerator`::
+`BitGenerator` via a :c:type:`bitgen_t` struct.
 
-    struct bitgen:
-        void *state
-        uint64_t (*next_uint64)(void *st) nogil
-        uint32_t (*next_uint32)(void *st) nogil
-        double (*next_double)(void *st) nogil
-        uint64_t (*next_raw)(void *st) nogil
+The ``_generator`` module is usable via::
 
-    ctypedef bitgen bitgen_t
+    cimport numpy.random._generator
 
-See `extending` for examples of using these functions.
+It provides low-level functions for various distributions. All the functions
+require a ``bitgen_t`` BitGenerator structure.
 
-The ``_generator`` module is usable via::
+C API for random
+---------------------
 
-    cimport numpy.random._generator
+Access to various distributions is available via Cython or C-wrapper libraries
+like CFFI. All the functions accept a :c:type:`bitgen_t` as their first argument.
+
+.. c:type:: bitgen_t
+
+    The :c:type:`bitgen_t` holds the current state of the BitGenerator and
+    pointers to functions that return standard C types while advancing the
+    state.
+
+    .. code-block:: c
+
+        struct bitgen:
+            void *state
+            npy_uint64 (*next_uint64)(void *st) nogil
+            uint32_t (*next_uint32)(void *st) nogil
+            double (*next_double)(void *st) nogil
+            npy_uint64 (*next_raw)(void *st) nogil
+
+        ctypedef bitgen bitgen_t
+
+See :doc:`extending` for examples of using these functions.
 
-It provides low-level functions for various distributions. All the functions require a ``bitgen_t`` BitGenerator structure. The functions are named with the followig cconventions:
+The functions are named with the following conventions:
 
 - "standard" refers to the reference values for any parameters. For instance
   "standard_uniform" means a uniform distribution on the interval ``0.0`` to
@@ -39,37 +56,34 @@ It provides low-level functions for various distributions. All the functions req
 - The functions without "standard" in their name require additional parameters
   to describe the distributions.
 
-.. c:function:: double random_standard_uniform(bitgen_t *bitgen_state)
+- ``zig`` in the name are based on a ziggurat lookup algorithm is used instead
+  of calculating the ``log``, which is significantly faster. The non-ziggurat
+  variants are used in corner cases and for legacy compatibility.
 
-.. c:function:: void random_standard_uniform_fill(bitgen_t* bitgen_state, np.npy_intp cnt, double *out)
 
-.. c:function:: double random_standard_exponential(bitgen_t *bitgen_state)
+.. c:function:: double random_standard_uniform(bitgen_t *bitgen_state)
 
-.. c:function:: void random_standard_exponential_fill(bitgen_t *bitgen_state, np.npy_intp cnt, double *out)
+.. c:function:: void random_standard_uniform_fill(bitgen_t* bitgen_state, npy_intp cnt, double *out)
 
-.. c:function:: double random_standard_exponential_zig(bitgen_t *bitgen_state)
+.. c:function:: double random_standard_exponential(bitgen_t *bitgen_state)
 
-.. c:function:: void random_standard_exponential_zig_fill(bitgen_t *bitgen_state, np.npy_intp cnt, double *out)
+.. c:function:: void random_standard_exponential_fill(bitgen_t *bitgen_state, npy_intp cnt, double *out)
 
 .. c:function:: double random_standard_normal(bitgen_t* bitgen_state)
 
-.. c:function:: void random_standard_normal_fill(bitgen_t *bitgen_state, np.npy_intp count, double *out)
+.. c:function:: void random_standard_normal_fill(bitgen_t *bitgen_state, npy_intp count, double *out)
 
-.. c:function:: void random_standard_normal_fill_f(bitgen_t *bitgen_state, np.npy_intp count, float *out)
+.. c:function:: void random_standard_normal_fill_f(bitgen_t *bitgen_state, npy_intp count, float *out)
 
 .. c:function:: double random_standard_gamma(bitgen_t *bitgen_state, double shape)
 
 .. c:function:: float random_standard_uniform_f(bitgen_t *bitgen_state)
 
-.. c:function:: void random_standard_uniform_fill_f(bitgen_t* bitgen_state, np.npy_intp cnt, float *out)
+.. c:function:: void random_standard_uniform_fill_f(bitgen_t* bitgen_state, npy_intp cnt, float *out)
 
 .. c:function:: float random_standard_exponential_f(bitgen_t *bitgen_state)
 
-.. c:function:: float random_standard_exponential_zig_f(bitgen_t *bitgen_state)
-
-.. c:function:: void random_standard_exponential_fill_f(bitgen_t *bitgen_state, np.npy_intp cnt, float *out)
-
-.. c:function:: void random_standard_exponential_zig_fill_f(bitgen_t *bitgen_state, np.npy_intp cnt, float *out)
+.. c:function:: void random_standard_exponential_fill_f(bitgen_t *bitgen_state, npy_intp cnt, float *out)
 
 .. c:function:: float random_standard_normal_f(bitgen_t* bitgen_state)
 
@@ -84,6 +98,7 @@ It provides low-level functions for various distributions. All the functions req
 .. c:function:: double random_exponential(bitgen_t *bitgen_state, double scale)
 
 .. c:function:: double random_uniform(bitgen_t *bitgen_state, double lower, double range)
+
 .. c:function:: double random_beta(bitgen_t *bitgen_state, double a, double b)
 
 .. c:function:: double random_chisquare(bitgen_t *bitgen_state, double df)
@@ -110,68 +125,78 @@ It provides low-level functions for various distributions. All the functions req
 
 .. c:function:: double random_standard_t(bitgen_t *bitgen_state, double df)
 
-.. c:function:: double random_noncentral_chisquare(bitgen_t *bitgen_state, double df,
-                                       double nonc)
-.. c:function:: double random_noncentral_f(bitgen_t *bitgen_state, double dfnum,
-                               double dfden, double nonc)
+.. c:function:: double random_noncentral_chisquare(bitgen_t *bitgen_state, double df, double nonc)
+.. c:function:: double random_noncentral_f(bitgen_t *bitgen_state, double dfnum, double dfden, double nonc)
 .. c:function:: double random_wald(bitgen_t *bitgen_state, double mean, double scale)
 
 .. c:function:: double random_vonmises(bitgen_t *bitgen_state, double mu, double kappa)
 
-.. c:function:: double random_triangular(bitgen_t *bitgen_state, double left, double mode,
-                             double right)
+.. c:function:: double random_triangular(bitgen_t *bitgen_state, double left, double mode, double right)
+
+.. c:function:: npy_int64 random_poisson(bitgen_t *bitgen_state, double lam)
+
+.. c:function:: npy_int64 random_negative_binomial(bitgen_t *bitgen_state, double n, double p)
+
+.. c:type:: binomial_t
 
-.. c:function:: int64_t random_poisson(bitgen_t *bitgen_state, double lam)
+    .. code-block:: c
 
-.. c:function:: int64_t random_negative_binomial(bitgen_t *bitgen_state, double n, double p)
+        typedef struct s_binomial_t {
+          int has_binomial; /* !=0: following parameters initialized for binomial */
+          double psave;
+          RAND_INT_TYPE nsave;
+          double r;
+          double q;
+          double fm;
+          RAND_INT_TYPE m;
+          double p1;
+          double xm;
+          double xl;
+          double xr;
+          double c;
+          double laml;
+          double lamr;
+          double p2;
+          double p3;
+          double p4;
+        } binomial_t;
+     
 
-.. c:function:: int64_t random_binomial(bitgen_t *bitgen_state, double p, int64_t n, binomial_t *binomial)
+.. c:function:: npy_int64 random_binomial(bitgen_t *bitgen_state, double p, npy_int64 n, binomial_t *binomial)
 
-.. c:function:: int64_t random_logseries(bitgen_t *bitgen_state, double p)
+.. c:function:: npy_int64 random_logseries(bitgen_t *bitgen_state, double p)
 
-.. c:function:: int64_t random_geometric_search(bitgen_t *bitgen_state, double p)
+.. c:function:: npy_int64 random_geometric_search(bitgen_t *bitgen_state, double p)
 
-.. c:function:: int64_t random_geometric_inversion(bitgen_t *bitgen_state, double p)
+.. c:function:: npy_int64 random_geometric_inversion(bitgen_t *bitgen_state, double p)
 
-.. c:function:: int64_t random_geometric(bitgen_t *bitgen_state, double p)
+.. c:function:: npy_int64 random_geometric(bitgen_t *bitgen_state, double p)
 
-.. c:function:: int64_t random_zipf(bitgen_t *bitgen_state, double a)
+.. c:function:: npy_int64 random_zipf(bitgen_t *bitgen_state, double a)
 
-.. c:function:: int64_t random_hypergeometric(bitgen_t *bitgen_state, int64_t good, int64_t bad,
-                                    int64_t sample)
+.. c:function:: npy_int64 random_hypergeometric(bitgen_t *bitgen_state, npy_int64 good, npy_int64 bad, npy_int64 sample)
 
-.. c:function:: uint64_t random_interval(bitgen_t *bitgen_state, uint64_t max)
+.. c:function:: npy_uint64 random_interval(bitgen_t *bitgen_state, npy_uint64 max)
 
-.. c:function:: void random_multinomial(bitgen_t *bitgen_state, int64_t n, int64_t *mnix,
-                            double *pix, np.npy_intp d, binomial_t *binomial)
+.. c:function:: void random_multinomial(bitgen_t *bitgen_state, npy_int64 n, npy_int64 *mnix, double *pix, npy_intp d, binomial_t *binomial)
 
-.. c:function:: int random_mvhg_count(bitgen_t *bitgen_state,
-                          int64_t total,
-                          size_t num_colors, int64_t *colors,
-                          int64_t nsample,
-                          size_t num_variates, int64_t *variates)
+.. c:function:: int random_mvhg_count(bitgen_t *bitgen_state, npy_int64 total, size_t num_colors, npy_int64 *colors, npy_int64 nsample, size_t num_variates, npy_int64 *variates)
 
-.. c:function:: void random_mvhg_marginals(bitgen_t *bitgen_state,
-                               int64_t total,
-                               size_t num_colors, int64_t *colors,
-                               int64_t nsample,
-                               size_t num_variates, int64_t *variates)
+.. c:function:: void random_mvhg_marginals(bitgen_t *bitgen_state, npy_int64 total, size_t num_colors, npy_int64 *colors, npy_int64 nsample, size_t num_variates, npy_int64 *variates)
 
 Generate a single integer
 
-.. c:function:: int64_t random_positive_int64(bitgen_t *bitgen_state)
+.. c:function:: npy_int64 random_positive_int64(bitgen_t *bitgen_state)
 
-.. c:function:: int32_t random_positive_int32(bitgen_t *bitgen_state)
+.. c:function:: npy_int32 random_positive_int32(bitgen_t *bitgen_state)
 
-.. c:function:: int64_t random_positive_int(bitgen_t *bitgen_state)
+.. c:function:: npy_int64 random_positive_int(bitgen_t *bitgen_state)
 
-.. c:function:: uint64_t random_uint(bitgen_t *bitgen_state)
+.. c:function:: npy_uint64 random_uint(bitgen_t *bitgen_state)
 
 
 Generate random uint64 numbers in closed interval [off, off + rng].
 
-.. c:function:: uint64_t random_bounded_uint64(bitgen_t *bitgen_state,
-                                   uint64_t off, uint64_t rng,
-                                   uint64_t mask, bint use_masked)
+.. c:function:: npy_uint64 random_bounded_uint64(bitgen_t *bitgen_state, npy_uint64 off, npy_uint64 rng, npy_uint64 mask, bint use_masked)
 
 
diff --git a/doc/source/reference/random/extending.rst b/doc/source/reference/random/extending.rst
index 3c30e5623..12311379d 100644
--- a/doc/source/reference/random/extending.rst
+++ b/doc/source/reference/random/extending.rst
@@ -1,5 +1,7 @@
 .. currentmodule:: numpy.random
 
+.. _extending:
+
 Extending
 ---------
 The BitGenerators have been designed to be extendable using standard tools for
diff --git a/numpy/core/include/numpy/random/distributions.h b/numpy/core/include/numpy/random/distributions.h
index 1a8e44e40..0e69fc508 100644
--- a/numpy/core/include/numpy/random/distributions.h
+++ b/numpy/core/include/numpy/random/distributions.h
@@ -71,12 +71,10 @@ DECLDIR uint64_t random_uint(bitgen_t *bitgen_state);
 
 DECLDIR double random_standard_exponential(bitgen_t *bitgen_state);
 DECLDIR float random_standard_exponential_f(bitgen_t *bitgen_state);
-DECLDIR double random_standard_exponential_zig(bitgen_t *bitgen_state);
-DECLDIR float random_standard_exponential_zig_f(bitgen_t *bitgen_state);
 DECLDIR void random_standard_exponential_fill(bitgen_t *, npy_intp, double *);
 DECLDIR void random_standard_exponential_fill_f(bitgen_t *, npy_intp, float *);
-DECLDIR void random_standard_exponential_zig_fill(bitgen_t *, npy_intp, double *);
-DECLDIR void random_standard_exponential_zig_fill_f(bitgen_t *, npy_intp, float *);
+DECLDIR void random_standard_exponential_inv_fill(bitgen_t *, npy_intp, double *);
+DECLDIR void random_standard_exponential_inv_fill_f(bitgen_t *, npy_intp, float *);
 
 DECLDIR double random_standard_normal(bitgen_t *bitgen_state);
 DECLDIR float random_standard_normal_f(bitgen_t *bitgen_state);
diff --git a/numpy/random/_examples/cffi/extending.py b/numpy/random/_examples/cffi/extending.py
index 732cbbb1d..8440d400e 100644
--- a/numpy/random/_examples/cffi/extending.py
+++ b/numpy/random/_examples/cffi/extending.py
@@ -1,9 +1,10 @@
 """
-Use cffi to access the underlying C functions from distributions.h
+Use cffi to access any of the underlying C functions from distributions.h
 """
 import os
 import numpy as np
 import cffi
+from .parse import parse_distributions_h
 ffi = cffi.FFI()
 
 inc_dir = os.path.join(np.get_include(), 'numpy')
@@ -15,40 +16,7 @@ ffi.cdef('''
 
 ''')
 
-with open(os.path.join(inc_dir, 'random', 'bitgen.h')) as fid:
-    s = []
-    for line in fid:
-        # massage the include file
-        if line.strip().startswith('#'):
-            continue
-        s.append(line)
-    ffi.cdef('\n'.join(s))
-        
-with open(os.path.join(inc_dir, 'random', 'distributions.h')) as fid:
-    s = []
-    in_skip = 0
-    for line in fid:
-        # massage the include file
-        if line.strip().startswith('#'):
-            continue
-
-        # skip any inlined function definition
-        # which starts with 'static NPY_INLINE xxx(...) {'
-        # and ends with a closing '}'
-        if line.strip().startswith('static NPY_INLINE'):
-            in_skip += line.count('{')
-            continue
-        elif in_skip > 0:
-            in_skip += line.count('{')
-            in_skip -= line.count('}')
-            continue
-
-        # replace defines with their value or remove them
-        line = line.replace('DECLDIR', '')
-        line = line.replace('NPY_INLINE', '')
-        line = line.replace('RAND_INT_TYPE', 'int64_t')
-        s.append(line)
-    ffi.cdef('\n'.join(s))
+parse_distributions_h(ffi, inc_dir)
 
 lib = ffi.dlopen(np.random._generator.__file__)
 
diff --git a/numpy/random/_examples/cffi/parse.py b/numpy/random/_examples/cffi/parse.py
new file mode 100644
index 000000000..73d8646c7
--- /dev/null
+++ b/numpy/random/_examples/cffi/parse.py
@@ -0,0 +1,46 @@
+import os
+
+
+def parse_distributions_h(ffi, inc_dir):
+    """
+    Parse distributions.h located in inc_dir for CFFI, filling in the ffi.cdef
+
+    Read the function declarations without the "#define ..." macros that will
+    be filled in when loading the library.
+    """
+
+    with open(os.path.join(inc_dir, 'random', 'bitgen.h')) as fid:
+        s = []
+        for line in fid:
+            # massage the include file
+            if line.strip().startswith('#'):
+                continue
+            s.append(line)
+        ffi.cdef('\n'.join(s))
+            
+    with open(os.path.join(inc_dir, 'random', 'distributions.h')) as fid:
+        s = []
+        in_skip = 0
+        for line in fid:
+            # massage the include file
+            if line.strip().startswith('#'):
+                continue
+    
+            # skip any inlined function definition
+            # which starts with 'static NPY_INLINE xxx(...) {'
+            # and ends with a closing '}'
+            if line.strip().startswith('static NPY_INLINE'):
+                in_skip += line.count('{')
+                continue
+            elif in_skip > 0:
+                in_skip += line.count('{')
+                in_skip -= line.count('}')
+                continue
+    
+            # replace defines with their value or remove them
+            line = line.replace('DECLDIR', '')
+            line = line.replace('NPY_INLINE', '')
+            line = line.replace('RAND_INT_TYPE', 'int64_t')
+            s.append(line)
+        ffi.cdef('\n'.join(s))
+
diff --git a/numpy/random/_generator.pyx b/numpy/random/_generator.pyx
index 64ec73986..74b379da8 100644
--- a/numpy/random/_generator.pyx
+++ b/numpy/random/_generator.pyx
@@ -54,9 +54,11 @@ cdef extern from "numpy/random/distributions.h":
     double random_standard_uniform(bitgen_t *bitgen_state) nogil
     void random_standard_uniform_fill(bitgen_t* bitgen_state, np.npy_intp cnt, double *out) nogil
     double random_standard_exponential(bitgen_t *bitgen_state) nogil
+    double random_standard_exponential_f(bitgen_t *bitgen_state) nogil
     void random_standard_exponential_fill(bitgen_t *bitgen_state, np.npy_intp cnt, double *out) nogil
-    double random_standard_exponential_zig(bitgen_t *bitgen_state) nogil
-    void random_standard_exponential_zig_fill(bitgen_t *bitgen_state, np.npy_intp cnt, double *out) nogil
+    void random_standard_exponential_fill_f(bitgen_t *bitgen_state, np.npy_intp cnt, double *out) nogil
+    void random_standard_exponential_inv_fill(bitgen_t *bitgen_state, np.npy_intp cnt, double *out) nogil
+    void random_standard_exponential_inv_fill_f(bitgen_t *bitgen_state, np.npy_intp cnt, double *out) nogil
     double random_standard_normal(bitgen_t* bitgen_state) nogil
     void random_standard_normal_fill(bitgen_t *bitgen_state, np.npy_intp count, double *out) nogil
     void random_standard_normal_fill_f(bitgen_t *bitgen_state, np.npy_intp count, float *out) nogil
@@ -64,10 +66,6 @@ cdef extern from "numpy/random/distributions.h":
 
     float random_standard_uniform_f(bitgen_t *bitgen_state) nogil
     void random_standard_uniform_fill_f(bitgen_t* bitgen_state, np.npy_intp cnt, float *out) nogil
-    float random_standard_exponential_f(bitgen_t *bitgen_state) nogil
-    float random_standard_exponential_zig_f(bitgen_t *bitgen_state) nogil
-    void random_standard_exponential_fill_f(bitgen_t *bitgen_state, np.npy_intp cnt, float *out) nogil
-    void random_standard_exponential_zig_fill_f(bitgen_t *bitgen_state, np.npy_intp cnt, float *out) nogil
     float random_standard_normal_f(bitgen_t* bitgen_state) nogil
     float random_standard_gamma_f(bitgen_t *bitgen_state, float shape) nogil
 
@@ -459,14 +457,14 @@ cdef class Generator:
         key = np.dtype(dtype).name
         if key == 'float64':
             if method == u'zig':
-                return double_fill(&random_standard_exponential_zig_fill, &self._bitgen, size, self.lock, out)
-            else:
                 return double_fill(&random_standard_exponential_fill, &self._bitgen, size, self.lock, out)
+            else:
+                return double_fill(&random_standard_exponential_inv_fill, &self._bitgen, size, self.lock, out)
         elif key == 'float32':
             if method == u'zig':
-                return float_fill(&random_standard_exponential_zig_fill_f, &self._bitgen, size, self.lock, out)
-            else:
                 return float_fill(&random_standard_exponential_fill_f, &self._bitgen, size, self.lock, out)
+            else:
+                return float_fill(&random_standard_exponential_inv_fill_f, &self._bitgen, size, self.lock, out)
         else:
             raise TypeError('Unsupported dtype "%s" for standard_exponential'
                             % key)
diff --git a/numpy/random/src/distributions/distributions.c b/numpy/random/src/distributions/distributions.c
index df3323408..0b46dc6d8 100644
--- a/numpy/random/src/distributions/distributions.c
+++ b/numpy/random/src/distributions/distributions.c
@@ -41,19 +41,7 @@ void random_standard_uniform_fill_f(bitgen_t *bitgen_state, npy_intp cnt, float
   }
 }
 
-double random_standard_exponential(bitgen_t *bitgen_state) {
-    return -log(1.0 - next_double(bitgen_state));
-}
-
-void random_standard_exponential_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out)
-{
-  npy_intp i;
-  for (i = 0; i < cnt; i++) {
-    out[i] = random_standard_exponential(bitgen_state);
-  }
-}
-
-static double standard_exponential_zig_unlikely(bitgen_t *bitgen_state,
+static double standard_exponential_unlikely(bitgen_t *bitgen_state,
                                                 uint8_t idx, double x) {
   if (idx == 0) {
     /* Switch to 1.0 - U to avoid log(0.0), see GH 13361 */
@@ -63,11 +51,11 @@ static double standard_exponential_zig_unlikely(bitgen_t *bitgen_state,
              exp(-x)) {
     return x;
   } else {
-    return random_standard_exponential_zig(bitgen_state);
+    return random_standard_exponential(bitgen_state);
   }
 }
 
-double random_standard_exponential_zig(bitgen_t *bitgen_state) {
+double random_standard_exponential(bitgen_t *bitgen_state) {
   uint64_t ri;
   uint8_t idx;
   double x;
@@ -79,30 +67,18 @@ double random_standard_exponential_zig(bitgen_t *bitgen_state) {
   if (ri < ke_double[idx]) {
     return x; /* 98.9% of the time we return here 1st try */
   }
-  return standard_exponential_zig_unlikely(bitgen_state, idx, x);
-}
-
-void random_standard_exponential_zig_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out)
-{
-  npy_intp i;
-  for (i = 0; i < cnt; i++) {
-    out[i] = random_standard_exponential_zig(bitgen_state);
-  }
-}
-
-float random_standard_exponential_f(bitgen_t *bitgen_state) {
-  return -logf(1.0f - next_float(bitgen_state));
+  return standard_exponential_unlikely(bitgen_state, idx, x);
 }
 
-void random_standard_exponential_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out)
+void random_standard_exponential_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out)
 {
   npy_intp i;
   for (i = 0; i < cnt; i++) {
-    out[i] = random_standard_exponential_f(bitgen_state);
+    out[i] = random_standard_exponential(bitgen_state);
   }
 }
 
-static float standard_exponential_zig_unlikely_f(bitgen_t *bitgen_state,
+static float standard_exponential_unlikely_f(bitgen_t *bitgen_state,
                                                  uint8_t idx, float x) {
   if (idx == 0) {
     /* Switch to 1.0 - U to avoid log(0.0), see GH 13361 */
@@ -112,11 +88,11 @@ static float standard_exponential_zig_unlikely_f(bitgen_t *bitgen_state,
              expf(-x)) {
     return x;
   } else {
-    return random_standard_exponential_zig_f(bitgen_state);
+    return random_standard_exponential_f(bitgen_state);
   }
 }
 
-float random_standard_exponential_zig_f(bitgen_t *bitgen_state) {
+float random_standard_exponential_f(bitgen_t *bitgen_state) {
   uint32_t ri;
   uint8_t idx;
   float x;
@@ -128,17 +104,34 @@ float random_standard_exponential_zig_f(bitgen_t *bitgen_state) {
   if (ri < ke_float[idx]) {
     return x; /* 98.9% of the time we return here 1st try */
   }
-  return standard_exponential_zig_unlikely_f(bitgen_state, idx, x);
+  return standard_exponential_unlikely_f(bitgen_state, idx, x);
+}
+
+void random_standard_exponential_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out)
+{
+  npy_intp i;
+  for (i = 0; i < cnt; i++) {
+    out[i] = random_standard_exponential_f(bitgen_state);
+  }
+}
+
+void random_standard_exponential_inv_fill(bitgen_t * bitgen_state, npy_intp cnt, double * out)
+{
+  npy_intp i;
+  for (i = 0; i < cnt; i++) {
+    out[i] = -log(1.0 - next_double(bitgen_state));
+  }
 }
 
-void random_standard_exponential_zig_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out)
+void random_standard_exponential_inv_fill_f(bitgen_t * bitgen_state, npy_intp cnt, float * out)
 {
   npy_intp i;
   for (i = 0; i < cnt; i++) {
-    out[i] = random_standard_exponential_zig_f(bitgen_state);
+    out[i] = -log(1.0 - next_float(bitgen_state));
   }
 }
 
+
 double random_standard_normal(bitgen_t *bitgen_state) {
   uint64_t r;
   int sign;
@@ -228,13 +221,13 @@ double random_standard_gamma(bitgen_t *bitgen_state,
   double U, V, X, Y;
 
   if (shape == 1.0) {
-    return random_standard_exponential_zig(bitgen_state);
+    return random_standard_exponential(bitgen_state);
   } else if (shape == 0.0) {
     return 0.0;
   } else if (shape < 1.0) {
     for (;;) {
       U = next_double(bitgen_state);
-      V = random_standard_exponential_zig(bitgen_state);
+      V = random_standard_exponential(bitgen_state);
       if (U <= 1.0 - shape) {
         X = pow(U, 1. / shape);
         if (X <= V) {
@@ -274,13 +267,13 @@ float random_standard_gamma_f(bitgen_t *bitgen_state,
   float U, V, X, Y;
 
   if (shape == 1.0f) {
-    return random_standard_exponential_zig_f(bitgen_state);
+    return random_standard_exponential_f(bitgen_state);
   } else if (shape == 0.0) {
     return 0.0;
   } else if (shape < 1.0f) {
     for (;;) {
       U = next_float(bitgen_state);
-      V = random_standard_exponential_zig_f(bitgen_state);
+      V = random_standard_exponential_f(bitgen_state);
       if (U <= 1.0f - shape) {
         X = powf(U, 1.0f / shape);
         if (X <= V) {
@@ -391,7 +384,7 @@ double random_normal(bitgen_t *bitgen_state, double loc, double scale) {
 }
 
 double random_exponential(bitgen_t *bitgen_state, double scale) {
-  return scale * random_standard_exponential_zig(bitgen_state);
+  return scale * random_standard_exponential(bitgen_state);
 }
 
 double random_uniform(bitgen_t *bitgen_state, double lower, double range) {
@@ -455,18 +448,18 @@ double random_standard_cauchy(bitgen_t *bitgen_state) {
 }
 
 double random_pareto(bitgen_t *bitgen_state, double a) {
-  return exp(random_standard_exponential_zig(bitgen_state) / a) - 1;
+  return exp(random_standard_exponential(bitgen_state) / a) - 1;
 }
 
 double random_weibull(bitgen_t *bitgen_state, double a) {
   if (a == 0.0) {
     return 0.0;
   }
-  return pow(random_standard_exponential_zig(bitgen_state), 1. / a);
+  return pow(random_standard_exponential(bitgen_state), 1. / a);
 }
 
 double random_power(bitgen_t *bitgen_state, double a) {
-  return pow(1 - exp(-random_standard_exponential_zig(bitgen_state)), 1. / a);
+  return pow(1 - exp(-random_standard_exponential(bitgen_state)), 1. / a);
 }
 
 double random_laplace(bitgen_t *bitgen_state, double loc, double scale) {