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-F9A22F55-0163-4CF7-B109-3F271D473E72
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)
Performance
Notes:
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-F9A22F55-0163-4CF7-B109-3F271D473E72
Rayleigh (VSL_RNG_METHOD_RAYLEIGH_ICDF)
Performance
| FP precision | BRNG | Intel® Xeon® Processor E5-2699 v4 | Intel® Xeon® Platinum Processor 8280L |
|---|---|---|---|
| single | MCG31m1 | 4,78 | 3,11 |
| R250 | 6,98 | 6,29 | |
| MRG32k3a | 12,57 | 10,59 | |
| MCG59 | 4,80 | 2,60 | |
| WH | 7,48 | 4,30 | |
| SOBOL | 3,62 | 2,24 | |
| NIEDERR | 3,60 | 2,28 | |
| MT19937 | 4,40 | 2,35 | |
| MT2203 | 4,38 | 2,49 | |
| SFMT19937 | 4,11 | 2,95 | |
| Philox4x32-10 | 6,46 | 3,41 | |
| ARS-5 | 4,41 | 3,43 | |
| double | MCG31m1 | 10,95 | 4,35 |
| R250 | 14,23 | 8,61 | |
| MRG32k3a | 18,60 | 11,63 | |
| MCG59 | 11,11 | 3,99 | |
| WH | 13,91 | 5,76 | |
| SOBOL | 10,59 | 4,13 | |
| NIEDERR | 10,58 | 4,12 | |
| MT19937 | 11,51 | 4,21 | |
| MT2203 | 11,59 | 4,27 | |
| SFMT19937 | 11,05 | 5,02 | |
| Philox4x32-10 | 13,43 | 5,19 | |
| ARS-5 | 11,18 | 4,93 |
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