Developer Reference
Visible to Intel only — GUID: GUID-D6026B82-BEE5-4DB1-8288-D29C471F3FE0
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)
Performance
Notes:
Performance Graphs
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-D6026B82-BEE5-4DB1-8288-D29C471F3FE0
ChiSquare (VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA)
Performance
FP precision | BRNG | Intel® Xeon® Processor E5-2699 v4 | Intel® Xeon® Platinum Processor 8280L |
---|---|---|---|
single | MCG31m1 | 17,27 | 14,39 |
R250 | 28,18 | 29,59 | |
MRG32k3a | 56,33 | 51,70 | |
MCG59 | 17,51 | 11,81 | |
WH | 31,02 | 20,27 | |
SOBOL | 11,67 | 10,21 | |
NIEDERR | 11,47 | 10,11 | |
MT19937 | 15,68 | 10,70 | |
MT2203 | 15,72 | 11,38 | |
SFMT19937 | 14,38 | 13,23 | |
Philox4x32-10 | 25,44 | 15,10 | |
ARS-5 | 15,38 | 15,32 | |
double | MCG31m1 | 22,07 | 13,14 |
R250 | 37,97 | 34,30 | |
MRG32k3a | 59,88 | 49,44 | |
MCG59 | 22,77 | 11.33 | |
WH | 36,51 | 20,05 | |
SOBOL | 19,81 | 11,72 | |
NIEDERR | 19,75 | 11,71 | |
MT19937 | 25,06 | 12,42 | |
MT2203 | 25,58 | 12,60 | |
SFMT19937 | 22,15 | 16,44 | |
Philox4x32-10 | 33,94 | 17,22 | |
ARS-5 | 22,80 | 15,99 |
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: Continuous Distributions