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-FBBFDCBC-19FC-4544-BBBE-7754B15A5B88
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)
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)
Performance
Notes:
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-FBBFDCBC-19FC-4544-BBBE-7754B15A5B88
Gumbel (VSL_RNG_METHOD_GUMBEL_ICDF)
Performance
| FP precision | BRNG | Intel® Xeon® Processor E5-2699 v4 | Intel® Xeon® Platinum Processor 8280L |
|---|---|---|---|
| single | MCG31m1 | 5,68 | 3,57 |
| R250 | 7,90 | 6,71 | |
| MRG32k3a | 13,47 | 11,04 | |
| MCG59 | 5,76 | 3,17 | |
| WH | 8,44 | 4,87 | |
| SOBOL | 4,58 | 2,70 | |
| NIEDERR | 4,51 | 2,74 | |
| MT19937 | 5,30 | 2,85 | |
| MT2203 | 5,29 | 2,95 | |
| SFMT19937 | 5,04 | 3,36 | |
| Philox4x32-10 | 7,34 | 3,83 | |
| ARS-5 | 5,32 | 3,86 | |
| double | MCG31m1 | 12,62 | 5,50 |
| R250 | 15,81 | 9,75 | |
| MRG32k3a | 20,16 | 12,77 | |
| MCG59 | 12,76 | 5,13 | |
| WH | 15,50 | 6,91 | |
| SOBOL | 12,18 | 5,23 | |
| NIEDERR | 12,20 | 5,24 | |
| MT19937 | 13,10 | 5,36 | |
| MT2203 | 13,19 | 5,42 | |
| SFMT19937 | 12,66 | 6,17 | |
| Philox4x32-10 | 15,04 | 6,36 | |
| ARS-5 | 12,77 | 6,07 |
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