Developer Reference
Visible to Intel only — GUID: GUID-14B4F7D2-2322-435D-90A8-034807F5CA69
Uniform (VSL_RNG_METHOD_UNIFORM_STD)
Gaussian (VSL_RNG_METHOD_GAUSSIAN_ICDF)
Gaussian (VSL_RNG_METHOD_GAUSSIAN_BOXMULLER)
Gaussian (VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2)
Performance
Notes:
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)
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-14B4F7D2-2322-435D-90A8-034807F5CA69
Gaussian (VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2)
Performance
FP precision | BRNG | Intel® Xeon® Processor E5-2699 v4 | Intel® Xeon® Platinum Processor 8280L |
---|---|---|---|
single | MCG31m1 | 6,00 | 3,92 |
R250 | 8,22 | 6,99 | |
MRG32k3a | 13,81 | 11,33 | |
MCG59 | 6,05 | 3,39 | |
WH | 8,73 | 5,11 | |
SOBOL | 4,89 | 3,06 | |
NIEDERR | 4,85 | 3,10 | |
MT19937 | 5,64 | 3,18 | |
MT2203 | 5,66 | 3,30 | |
SFMT19937 | 5,44 | 3,68 | |
Philox4x32-10 | 7,67 | 4,06 | |
ARS-5 | 5,63 | 4,12 | |
double | MCG31m1 | 11,23 | 5,18 |
R250 | 14,49 | 9,47 | |
MRG32k3a | 18,90 | 12,46 | |
MCG59 | 11,37 | 4,81 | |
WH | 14,15 | 6,43 | |
SOBOL | 10,73 | 5,11 | |
NIEDERR | 10,75 | 5,11 | |
MT19937 | 11,78 | 5,11 | |
MT2203 | 11,83 | 5,05 | |
SFMT19937 | 11,35 | 5,86 | |
Philox4x32-10 | 13,66 | 6,04 | |
ARS-5 | 11,42 | 5,78 |
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