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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) Performance Notes: Performance Graphs 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

GaussianMV (VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER2)

Performance

FP precision BRNG Intel® Xeon® Processor E5-2699 v4 Intel® Xeon® Platinum Processor 8280L
single MCG31m1 8,53 8,17
R250 10,75 11,29
MRG32k3a 16,29 15,58
MCG59 8,56 7,67
WH 11,20 9,37
SOBOL 7,54 9,15
NIEDERR 7,57 9,13
MT19937 8,15 7,49
MT2203 8,16 7,57
SFMT19937 7,99 8,03
Philox4x32-10 10,17 8,34
ARS-5 8,16 8,38
double MCG31m1 13,47 7,68
R250 16,69 11,97
MRG32k3a 21,35 14,86
MCG59 13,61 7,41
WH 16,39 9,03
SOBOL 12,86 9,66
NIEDERR 12,87 9,65
MT19937 14,02 7,66
MT2203 14,06 7,57
SFMT19937 13,64 8,36
Philox4x32-10 15,92 8,69
ARS-5 13,65 8,44

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