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-838994A7-036B-4D5B-BC13-11FE7FC50C57
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)
Performance
Notes:
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)
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-838994A7-036B-4D5B-BC13-11FE7FC50C57
Weibull (VSL_RNG_METHOD_WEIBULL_ICDF)
Performance
| FP precision | BRNG | Intel® Xeon® Processor E5-2699 v4 | Intel® Xeon® Platinum Processor 8280L |
|---|---|---|---|
| single | MCG31m1 | 4,10 | 2,72 |
| R250 | 6,32 | 5,82 | |
| MRG32k3a | 11,90 | 10,19 | |
| MCG59 | 4,14 | 2,25 | |
| WH | 6,85 | 3,90 | |
| SOBOL | 2,97 | 1,83 | |
| NIEDERR | 2,95 | 1,89 | |
| MT19937 | 3,71 | 2,02 | |
| MT2203 | 3,71 | 2,09 | |
| SFMT19937 | 3,43 | 2,49 | |
| Philox4x32-10 | 5,77 | 2,93 | |
| ARS-5 | 3,76 | 2,97 | |
| double | MCG31m1 | 7,46 | 3,62 |
| R250 | 10,68 | 7,87 | |
| MRG32k3a | 15,11 | 10,90 | |
| MCG59 | 7,59 | 3,26 | |
| WH | 10,43 | 4,99 | |
| SOBOL | 7,08 | 3,35 | |
| NIEDERR | 7,07 | 3,35 | |
| MT19937 | 8,02 | 3,44 | |
| MT2203 | 8,09 | 3,57 | |
| SFMT19937 | 7,58 | 4,28 | |
| Philox4x32-10 | 9,95 | 4,49 | |
| ARS-5 | 7,68 | 4,21 |
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