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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) Performance Notes: 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)
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

Gaussian (VSL_RNG_METHOD_GAUSSIAN_BOXMULLER)

Performance

FP precision BRNG Intel® Xeon® Processor E5-2699 v4 Intel® Xeon® Platinum Processor 8280L
single MCG31m1 9,09 5,93
R250 12,25 10,86
MRG32k3a 24,12 20,21
MCG59 9,18 4,88
WH 14,28 7,98
SOBOL 6,47 3,87
NIEDERR 6,44 3,84
MT19937 8,25 4,29
MT2203 8,27 4,69
SFMT19937 7,28 5,02
Philox4x32-10 11,83 5,91
ARS-5 8,07 6,11
double MCG31m1 17,62 7,96
R250 23,10 15,44
MRG32k3a 33,74 22,48
MCG59 17,88 7,24
WH 23,22 10,46
SOBOL 17,33 7,78
NIEDERR 17,28 7,77
MT19937 19,52 7,94
MT2203 18,84 7,68
SFMT19937 17,73 9,19
Philox4x32-10 22,09 9,34
ARS-5 17,64 8,82

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
Level Two Title