Developer Reference

Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data

Download PDF
ID 772985
Date 12/04/2020
Public
Document Table of Contents
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) Performance Notes: Performance Graphs 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) 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

Uniform (VSL_RNG_METHOD_UNIFORM_STD)

Performance

FP precision BRNG Intel® Xeon® Processor E5-2699 v4 Intel® Xeon® Platinum Processor 8280L
single MCG31m1 2,05 1,60
R250 4,22 4,64
MRG32k3a 9,84 9,08
MCG59 2,07 1,08
WH 4,83 2,78
SOBOL 0,90 0,69
NIEDERR 0,86 0,61
MT19937 1,62 0,82
MT2203 1,64 0,94
SFMT19937 1,36 1,23
Philox4x32-10 3,70 1,74
ARS-5 1,68 1,80
double MCG31m1 1,83 1,23
R250 4,98 4,86
MRG32k3a 9,36 8.49
MCG59 1,95 0,88
WH 4,70 2.61
SOBOL 1,34 0,90
NIEDERR 1,34 0,90
MT19937 2,30 1,07
MT2203 2,39 1.15
SFMT19937 1,77 1,85
Philox4x32-10 4,23 2,05
ARS-5 1,98 1,81

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