Developer Reference
Visible to Intel only — GUID: GUID-5118DBEF-6905-42F7-B436-257A517EB889
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)
Performance
Notes:
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)
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-5118DBEF-6905-42F7-B436-257A517EB889
Cauchy (VSL_RNG_METHOD_CAUCHY_ICDF)
Performance
FP precision | BRNG | Intel® Xeon® Processor E5-2699 v4 | Intel® Xeon® Platinum Processor 8280L |
---|---|---|---|
single | MCG31m1 | 4,86 | 3,14 |
R250 | 7,08 | 6,22 | |
MRG32k3a | 12,69 | 10,62 | |
MCG59 | 4,91 | 2,62 | |
WH | 7,61 | 4,32 | |
SOBOL | 3,75 | 2,25 | |
NIEDERR | 3,69 | 2,29 | |
MT19937 | 4,47 | 2,36 | |
MT2203 | 4,49 | 2,51 | |
SFMT19937 | 4,22 | 2,81 | |
Philox4x32-10 | 6,55 | 3,28 | |
ARS-5 | 4,52 | 3,33 | |
double | MCG31m1 | 7,36 | 3,78 |
R250 | 10,52 | 8,02 | |
MRG32k3a | 14,89 | 11,05 | |
MCG59 | 7,50 | 3,42 | |
WH | 10,25 | 5,13 | |
SOBOL | 6,89 | 3,47 | |
NIEDERR | 6,90 | 3,47 | |
MT19937 | 7,85 | 3,63 | |
MT2203 | 7,93 | 3,69 | |
SFMT19937 | 7,38 | 4,42 | |
Philox4x32-10 | 9,77 | 4,61 | |
ARS-5 | 7,51 | 4,35 |
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.
Parent topic: Continuous Distributions