Developer Reference
Visible to Intel only — GUID: GUID-97F7DA2B-CD95-45CF-BC3F-7483DC2FFC22
Uniform (VSL_RNG_METHOD_UNIFORM_STD)
Gaussian (VSL_RNG_METHOD_GAUSSIAN_ICDF)
Gaussian (VSL_RNG_METHOD_GAUSSIAN_BOXMULLER)
Gaussian (VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2)
GaussianMV (VSL_RNG_METHOD_GAUSSIANMV_ICDF)
GaussianMV (VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER)
GaussianMV (VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER2)
Exponential (VSL_RNG_METHOD_EXPONENTIAL_ICDF)
Laplace (VSL_RNG_METHOD_LAPLACE_ICDF)
Weibull (VSL_RNG_METHOD_WEIBULL_ICDF)
Cauchy (VSL_RNG_METHOD_CAUCHY_ICDF)
Rayleigh (VSL_RNG_METHOD_RAYLEIGH_ICDF)
Lognormal (VSL_RNG_METHOD_LOGNORMAL_ICDF)
Gumbel (VSL_RNG_METHOD_GUMBEL_ICDF)
Gamma (VSL_RNG_METHOD_GAMMA_GNORM)
Beta (VSL_RNG_METHOD_BETA_CJA)
ChiSquare (VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA)
Uniform (VSL_RNG_METHOD_UNIFORM_STD)
UniformBits (VSL_RNG_METHOD_UNIFORMBITS_STD)
Bernoulli (VSL_RNG_METHOD_BERNOULLI_ICDF)
Geometric (VSL_RNG_METHOD_GEOMETRIC_ICDF)
Binomial (VSL_RNG_METHOD_BINOMIAL_BTPE)
Performance
Notes:
Performance Graphs
Hypergeometric (VSL_RNG_METHOD_HYPERGEOMETRIC_H2PE)
Poisson (VSL_RNG_METHOD_POISSON_PTPE)
Poisson (VSL_RNG_METHOD_POISSON_POISNORM)
PoissonV (VSL_RNG_METHOD_POISSONV_POISNORM)
NegBinomial (VSL_RNG_METHOD_NEGBINOMIAL_NBAR)
Multinomial (VSL_RNG_METHOD_MULTINOMIAL_MULTPOISSON)
Visible to Intel only — GUID: GUID-97F7DA2B-CD95-45CF-BC3F-7483DC2FFC22
Binomial (VSL_RNG_METHOD_BINOMIAL_BTPE)
Performance
BRNG | Intel® Xeon® Processor E5-2699 v4 | Intel® Xeon® Platinum Processor 8280L |
---|---|---|
MCG31m1 | 104,17 | 116,67 |
R250 | 112,32 | 127,24 |
MRG32k3a | 131,76 | 143,08 |
MCG59 | 104,45 | 115,14 |
WH | 112,16 | 120,81 |
SOBOL | 46,68 | 44,74 |
NIEDERR | 46,44 | 44,67 |
MT19937 | 104,16 | 115,11 |
MT2203 | 102,99 | 113,71 |
SFMT19937 | 103,46 | 116,62 |
Philox4x32-10 | 111,67 | 118,90 |
ARS-5 | 103,67 | 117,85 |
Notes:
The following hardware is used for measurements:
Intel® Xeon® Processor E5-2699 v4: 2 twenty two-core CPUs (2.20 GHz Processor Base Frequency), Red Hat* Enterprise Linux* Server 7.2
Intel® Xeon® Platinum Processor 8280L: 2 twenty-eight-core CPUs (2.70 GHz Processor Base Frequency), Red Hat* Enterprise Linux* Server 7.5
Performance is measured over the vector length of 1000 elements.
Performance Graphs
Parent topic: Discrete Distributions