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-1B20B9F2-151B-480E-BD64-2C30E85FC853
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)
Performance
Notes:
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-1B20B9F2-151B-480E-BD64-2C30E85FC853
Lognormal (VSL_RNG_METHOD_LOGNORMAL_ICDF)
Performance
| FP precision | BRNG | Intel® Xeon® Processor E5-2699 v4 | Intel® Xeon® Platinum Processor 8280L |
|---|---|---|---|
| single | MCG31m1 | 6,93 | 3,99 |
| R250 | 9,19 | 7,04 | |
| MRG32k3a | 14,71 | 11,45 | |
| MCG59 | 6,97 | 3,47 | |
| WH | 9,65 | 5,18 | |
| SOBOL | 5,81 | 3,12 | |
| NIEDERR | 5,78 | 3,16 | |
| MT19937 | 6,53 | 3,22 | |
| MT2203 | 6,53 | 3,36 | |
| SFMT19937 | 6,32 | 3,72 | |
| Philox4x32-10 | 8,59 | 4,14 | |
| ARS-5 | 6,58 | 4,20 | |
| double | MCG31m1 | 11,96 | 6,09 |
| R250 | 15,24 | 10,37 | |
| MRG32k3a | 19,57 | 13,42 | |
| MCG59 | 12,10 | 5,73 | |
| WH | 14,90 | 7,51 | |
| SOBOL | 11,58 | 5,86 | |
| NIEDERR | 11,57 | 5,85 | |
| MT19937 | 12,50 | 5,97 | |
| MT2203 | 12,57 | 6,01 | |
| SFMT19937 | 12,01 | 6,72 | |
| Philox4x32-10 | 14,42 | 6,95 | |
| ARS-5 | 12,16 | 6,70 |
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