Developer Reference
Visible to Intel only — GUID: GUID-D6829848-4446-42F5-B7DA-A20816276AD9
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)
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)
Performance
Notes:
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-D6829848-4446-42F5-B7DA-A20816276AD9
UniformBits (VSL_RNG_METHOD_UNIFORMBITS_STD)
Performance
BRNG | Intel® Xeon® Processor E5-2699 v4 | Intel® Xeon® Platinum Processor 8280L |
---|---|---|
MCG31m1 | 2,37 | 2,51 |
R250 | 2,36 | 2,61 |
MRG32k3a | 9,83 | 9,07 |
MCG59 | 1,41 | 0,92 |
WH | 3,79 | 2,78 |
SOBOL | 0,60 | 0,58 |
NIEDERR | 0,58 | 0,59 |
MT19937 | 1,07 | 0,73 |
MT2203 | 1,04 | 1,00 |
SFMT19937 | 1,22 | 1,33 |
Philox4x32-10 | 3,54 | 1,47 |
ARS-5 | 1,57 | 1,58 |
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: Discrete Distributions