try VectorizedRNG.jl

It just seems to segfault though?
SciML · May 18, 2020 · 03f8294 · 03f8294
1 parent 22bd1a9
commit 03f8294
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Showing 3 changed files with 7 additions and 2 deletions.
diff --git a/Project.toml b/Project.toml
@@ -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"

diff --git a/src/StochasticDiffEq.jl b/src/StochasticDiffEq.jl
@@ -20,6 +20,8 @@ module StochasticDiffEq
 
   import RecursiveArrayTools: chain
 
+  import VectorizedRNG
+
   using Logging, SparseArrays
 
   using LinearAlgebra, Random, FillArrays

diff --git a/src/solve.jl b/src/solve.jl
@@ -289,15 +289,17 @@ function DiffEqBase.__init(
   if typeof(prob) <: DiffEqBase.AbstractRODEProblem && prob.noise === nothing
     rswm = isadaptive(alg) ? RSWM(adaptivealg=:RSwM3) : RSWM(adaptivealg=:RSwM1)
     if isinplace(prob)
+        _rng = typeof(prob.u0) <: Array{Float64} ? VectorizedRNG.local_rng(_seed) :
+                                        Xorshifts.Xoroshiro128Plus(_seed)
       #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))
+                             rng = _rng)
         else
           W = WienerProcess!(t,rand_prototype,
                              save_everystep=save_noise,
-                             rng = Xorshifts.Xoroshiro128Plus(_seed))
+                             rng = _rng)
         end
       #=
       else