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Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data

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ID 772985
Date 12/04/2020
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Document Table of Contents
Document Table of Contents x
Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data
Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data x
Continuous Distributions Discrete Distributions Notices and Disclaimers
Continuous Distributions x
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
Discrete Distributions x
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)
Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data

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
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