Developer Reference

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

ID 772985
Date 12/04/2020
Public
Document Table of Contents

Gaussian (VSL_RNG_METHOD_GAUSSIAN_ICDF)

Performance

FP precision BRNG Intel® Xeon® Processor E5-2699 v4 Intel® Xeon® Platinum Processor 8280L
single MCG31m1 5,48 3,21
R250 7,70 6,26
MRG32k3a 13,26 10,67
MCG59 5,51 2,69
WH 8,17 4,39
SOBOL 4,33 2,33
NIEDERR 4,29 2,37
MT19937 5,07 2,44
MT2203 5,07 2,58
SFMT19937 4,84 2,90
Philox4x32-10 7,14 3,36
ARS-5 5,13 3,41
double MCG31m1 8,29 4,84
R250 11,51 9,07
MRG32k3a 15,89 12,14
MCG59 8,43 4,47
WH 11,22 6,21
SOBOL 7,76 4,72
NIEDERR 7,79 4,72
MT19937 8,81 4,68
MT2203 8,90 4,77
SFMT19937 8,33 5,48
Philox4x32-10 10,73 5,68
ARS-5 8,48 5,42

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.