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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 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) Performance Notes: Performance Graphs Beta (VSL_RNG_METHOD_BETA_CJA) ChiSquare (VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA)
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

Gamma (VSL_RNG_METHOD_GAMMA_GNORM)

Performance

FP precision BRNG Intel® Xeon® Processor E5-2699 v4 Intel® Xeon® Platinum Processor 8280L
single MCG31m1 22,33 20,84
R250 26,74 26,99
MRG32k3a 38,02 35,83
MCG59 22,51 19,96
WH 28,20 23,64
SOBOL 21,35 21,37
NIEDERR 21,61 21,42
MT19937 21,96 19,74
MT2203 21,71 19,72
SFMT19937 21,64 20,94
Philox4x32-10 25,96 21,44
ARS-5 21,51 21,23
double MCG31m1 30,48 21,84
R250 37,59 30,89
MRG32k3a 46,39 36,68
MCG59 30,47 20,93
WH 36,23 24,72
SOBOL 20,80 13,12
NIEDERR 20,75 13,19
MT19937 32,39 22,24
MT2203 31,91 21,81
SFMT19937 31,02 23,53
Philox4x32-10 35,84 23,94
ARS-5 30,98 23,29

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
Level Two Title