Implemented suggestion #10

```
In [1]: import mkl_random

In [2]: rs = mkl_random.RandomState(1234, brng='NONDETERM')

In [3]: rs
Out[3]: <mkl_random.mklrand.RandomState at 0x2ba18d58faf0>

In [4]: rs.get_state()
Out[4]:
('NON_DETERMINISTIC',
 b'\x02RNG\x14\x00\x00\x00\x08\x00\x00\x00\x00\x00\x00\x00\x00\x00\xe0\x00\x00\x00\x00\x00\n\x00\x00\x00')

In [6]: rs.seed(126) # brng has not been reset

In [7]: rs.get_state()
Out[7]:
('NON_DETERMINISTIC',
 b'\x02RNG\x14\x00\x00\x00\x08\x00\x00\x00\x00\x00\x00\x00\x00\x00\xe0\x00\x00\x00\x00\x00\n\x00\x00\x00')

In [8]: rs.seed(1234, brng='MT2203')

In [9]: rs.get_state()
Out[9]:
('MT2203',
 b"\x02RNG\x14\x00\x00\x00(\x01\x00\x00\x00\x00\x00\x00\x00\x00\x90\x00\x00\x00\x00\x80i\xc0w\xa7\x0eF\xd8L\xfbi\rk\xd6[\t\x80F\xa0\xae\xa2as3\x9eQ\xd5f\x9b\x95>\xb9\x0f\xf5\xbe\xb0p\xe7o\xf
e\xe22\xc3\xad\x80D?\xe3X\x14\x86(D\xed(\xb1\xeb\xc6\xc5\xae\x00\xf8m,@\xd8\xd2\xd2\x98\x8b\xe74\x16\xd6\x07\xe3\xa9\x94q\xe5\xf1\xe1\xd8\x94\xf6\xf3\x8e8z\xddYrMym\xd9\x9a\xf1\x1e\xa8v\x97\
x1a\xcdvY\x82\xe9\x086!\xc8\x8db\xe5<\x1aH\xac&\x1c\xf8\x87\xc3\xefm\xc6\x17q\xb9\xda\xdcw\xcd.\xffI!3\xe8\x8e\xd5\x89\x19=\xca\x94\x88\xb2e|\xe5\xa0\xf0\xe3\xe5\xea\x0f\xd7K\xd4\xf4\xe2\x17
_\x1e\x89\x8f\xe7\x9dp\xa8}B\xa22l\x1c\xed\xedvtu6\xf3up\xc2W\xa8\xd9\xcf\xb59\r\xa6@\xce\xc7\x7f\xc2\x05[\xed\xd4y:h&\x8b\xe4\xc9\xcc\xa6\xf9\x07'\xa8g4\xd7\t\x07\xcf#\x94\xe8%\xa6\xa1\xcd\
xc1nd\xcc\x92\x80n\xe1i\x8a\xdc\x0b\x0e|\xc1[\xe2QWX\x98\xc6\x9f\x08\xe3\x1e\x00 W\xd6\xf7\x9c+\x11\xfa\xee\xbf\nH\xe6nmE\x00\x00\x00_\x05\x81\xaf\x80\xef~\xdd\x00\x80\xd7\xef\x08\x01\x0c\x0
2")
```

Author: oleksandr-pavlyk

mkl_random/_version.py

@@ -1,2 +1,2 @@
-__version__ = '1.1.1'
+__version__ = '1.2.0'
 

mkl_random/mklrand.pyx

@@ -1,5 +1,5 @@
 #!/usr/bin/env python
-# Copyright (c) 2017-2019, Intel Corporation
+# Copyright (c) 2017-2020, Intel Corporation
 #
 # Redistribution and use in source and binary forms, with or without
 # modification, are permitted provided that the following conditions are met:
@@ -24,9 +24,6 @@
 # OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
 # OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 
-from __future__ import absolute_import
-include "numpy.pxd"
-
 cdef extern from "Python.h":
     void* PyMem_Malloc(size_t n)
     void PyMem_Free(void* buf)
@@ -38,6 +35,7 @@ cdef extern from "Python.h":
     void PyErr_Clear()
 
 
+include "numpy.pxd"
 from libc.string cimport memset, memcpy
 
 cdef extern from "math.h":
@@ -83,6 +81,7 @@ cdef extern from "randomkit.h":
     void irk_get_state_mkl(irk_state * state, char * buf)
     int irk_set_state_mkl(irk_state * state, char * buf)
     int irk_get_brng_mkl(irk_state *state) nogil
+    int irk_get_brng_and_stream_mkl(irk_state *state, unsigned int * stream_id) nogil
     int irk_leapfrog_stream_mkl(irk_state *state, int k, int nstreams) nogil
     int irk_skipahead_stream_mkl(irk_state *state, long long int nskips) nogil
 
@@ -181,8 +180,9 @@ ctypedef void (* irk_discd_long_vec)(irk_state *state, npy_intp len, long *res,
 ctypedef void (* irk_discdptr_vec)(irk_state *state, npy_intp len, int *res, double *a) nogil
 
 
-# Initialize numpy
-import_array()
+cdef int r = _import_array()
+if (r<0):
+    raise ImportError("Failed to import NumPy")
 
 cimport cython
 import numpy as np
@@ -888,15 +888,15 @@ _brng_dict_stream_max = {
     NONDETERM: 1,
 }
 
-def _default_fallback_brng_token_(brng):
+cdef irk_brng_t _default_fallback_brng_token_(brng):
     cdef irk_brng_t brng_token
     warnings.warn(("The basic random generator specification {given} is not recognized. "
                    "\"MT19937\" will be used instead").format(given=brng),
                   UserWarning)
     brng_token = MT19937
     return brng_token
 
-def _parse_brng_token_(brng):
+cdef irk_brng_t _parse_brng_token_(brng):
     cdef irk_brng_t brng_token
 
     if isinstance(brng, str):
@@ -946,7 +946,7 @@ cdef class RandomState:
     """
     RandomState(seed=None, brng='MT19937')
 
-    Container for the Mersenne Twister pseudo-random number generator.
+    Container for the Intel(R) MKL-powered (pseudo-)random number generators.
 
     `RandomState` exposes a number of methods for generating random numbers
     drawn from a variety of probability distributions. In addition to the
@@ -1008,9 +1008,9 @@ cdef class RandomState:
             PyMem_Free(self.internal_state)
             self.internal_state = NULL
 
-    def seed(self, seed=None, brng='MT19937'):
+    def seed(self, seed=None, brng=None):
         """
-        seed(seed=None, brng='MT19937')
+        seed(seed=None, brng=None)
 
         Seed the generator.
 
@@ -1023,9 +1023,10 @@ cdef class RandomState:
             Seed for `RandomState`.
             Must be convertible to 32 bit unsigned integers.
         brng : {'MT19937', 'SFMT19937', 'MT2203', 'R250', 'WH', 'MCG31',
-                'MCG59', 'MRG32K3A', 'PHILOX4X32X10', 'NONDETERM'}, optional
+                'MCG59', 'MRG32K3A', 'PHILOX4X32X10', 'NONDETERM', None}, optional
             Basic pseudo-random number generation algorithms, provided by
-            Intel MKL. The default choice is 'MT19937' - the Mersenne Twister.
+            Intel MKL. Use `brng==None` to keep the `brng` specified to construct
+            the class instance.
 
         See Also
         --------
@@ -1041,7 +1042,10 @@ cdef class RandomState:
         cdef unsigned int stream_id
         cdef ndarray obj "arrayObject_obj"
 
-        brng_token, stream_id = _parse_brng_argument(brng);
+        if (brng):
+            brng_token, stream_id = _parse_brng_argument(brng);
+        else:
+            brng_token = <irk_brng_t> irk_get_brng_and_stream_mkl(self.internal_state, &stream_id)
         try:
             if seed is None:
                 with self.lock:

mkl_random/src/numpy.pxd

@@ -133,8 +133,6 @@ cdef extern from "numpy/arrayobject.h":
 
     dtype PyArray_DescrFromType(int)
 
-    void import_array()
-
 # include functions that were once macros in the new api
 
     int PyArray_NDIM(ndarray arr)
@@ -150,3 +148,5 @@ cdef extern from "numpy/arrayobject.h":
     int PyArray_TYPE(ndarray arr)
     int PyArray_CHKFLAGS(ndarray arr, int flags)
     object PyArray_GETITEM(ndarray arr, char *itemptr)
+
+    int _import_array()

mkl_random/src/randomkit.c

@@ -145,6 +145,27 @@ int irk_get_brng_mkl(irk_state *state)
     return -1;
 }
 
+int irk_get_brng_and_stream_mkl(irk_state *state, unsigned int* stream_id)
+{
+    int i, mkl_brng_id = vslGetStreamStateBrng(state->stream);
+
+    if ((VSL_BRNG_MT2203 <= mkl_brng_id) && (mkl_brng_id < VSL_BRNG_MT2203 + SIZE_OF_MT2203_FAMILY)) {
+	*stream_id = (unsigned int)(mkl_brng_id - VSL_BRNG_MT2203);
+        mkl_brng_id = VSL_BRNG_MT2203;
+    } else if ((VSL_BRNG_WH <= mkl_brng_id ) && (mkl_brng_id < VSL_BRNG_WH + SIZE_OF_WH_FAMILY)) {
+	*stream_id = (unsigned int)(mkl_brng_id - VSL_BRNG_WH);
+        mkl_brng_id = VSL_BRNG_WH;
+    }
+
+    for(i = 0; i < BRNG_KINDS; i++)
+        if(mkl_brng_id == brng_list[i]) {
+	    *stream_id = (unsigned int)(0);
+            return i;
+	}
+
+    return -1;
+}
+
 void irk_seed_mkl(irk_state *state, const unsigned int seed, const irk_brng_t brng, const unsigned int stream_id)
 {
     VSLStreamStatePtr stream_loc;

mkl_random/src/randomkit.h

@@ -97,6 +97,7 @@ extern int irk_get_stream_size(irk_state *state);
 extern void irk_get_state_mkl(irk_state *state, char * buf);
 extern int irk_set_state_mkl(irk_state *state, char * buf);
 extern int irk_get_brng_mkl(irk_state *state);
+extern int irk_get_brng_and_stream_mkl(irk_state *state, unsigned int* stream_id);
 
 extern int irk_leapfrog_stream_mkl(irk_state *state, const int k, const int nstreams);
 extern int irk_skipahead_stream_mkl(irk_state *state, const long long int nskip);