Developer Reference
Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data
ID
772985
Date
12/04/2020
Public
Visible to Intel only — GUID: GUID-605FB03D-7B84-4870-8640-8DF689189C9E
Uniform (VSL_RNG_METHOD_UNIFORM_STD)
Gaussian (VSL_RNG_METHOD_GAUSSIAN_ICDF)
Performance
Notes:
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)
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-605FB03D-7B84-4870-8640-8DF689189C9E
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.
Parent topic: Continuous Distributions