Developer Reference
Visible to Intel only — GUID: GUID-9552C45B-26BC-47A4-AC6D-C3E8271AAC3F
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)
Performance
Notes:
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)
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-9552C45B-26BC-47A4-AC6D-C3E8271AAC3F
Exponential (VSL_RNG_METHOD_EXPONENTIAL_ICDF)
Performance
FP precision | BRNG | Intel® Xeon® Processor E5-2699 v4 | Intel® Xeon® Platinum Processor 8280L |
---|---|---|---|
single | MCG31m1 | 3,87 | 2,61 |
R250 | 6,08 | 5,68 | |
MRG32k3a | 11,65 | 10,08 | |
MCG59 | 3,95 | 2,09 | |
WH | 6,65 | 3,79 | |
SOBOL | 2,61 | 1,78 | |
NIEDERR | 2,61 | 1,78 | |
MT19937 | 3,48 | 1,91 | |
MT2203 | 3,47 | 1,98 | |
SFMT19937 | 3,19 | 2,32 | |
Philox4x32-10 | 5,53 | 2,80 | |
ARS-5 | 3,51 | 2,83 | |
double | MCG31m1 | 7,19 | 3,38 |
R250 | 10,37 | 7,63 | |
MRG32k3a | 14,74 | 10,65 | |
MCG59 | 7,29 | 3.01 | |
WH | 10,09 | 4,77 | |
SOBOL | 6,47 | 2,99 | |
NIEDERR | 6,48 | 3,00 | |
MT19937 | 7,69 | 3,23 | |
MT2203 | 7,76 | 3,30 | |
SFMT19937 | 7,21 | 4,02 | |
Philox4x32-10 | 9,59 | 4,23 | |
ARS-5 | 7,34 | 3,96 |
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