MKL

Performance degradation of some Basic Random Number Generators on the latest Intel® Architectures.


Reference Number : DPD200257642, DPD200229632, DPD200257630


Version : 10.3 Update 7


Product : Intel® MKL 10.3 update 7


Operating System :   Linux based Operating Systems (IA-32/Intel® 64)


Problem Description :

Some of VSL Basic Random Number Generators including the following :

  • Sobol quasi-random number generator,
  • Intel® Math Kernel Library
  • MKL
  • Basic Random Number Generators
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  • NIEDERR
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    MKL_UINT - for unsigned integer values

    MKL_Complex8   - for single precision complex values   (a structure that contains single precision real and imaginary parts real and imag)

  • Intel® Math Kernel Library
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  • MKL_INT
  • MKL_UINT
  • MKL_Complex16
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  • MKL_ILP64
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  • Linux*
  • Apple Mac OS X*
  • Microsoft Windows* (XP, Vista, 7)
  • C/C++
  • Intel® C++-Compiler
  • Intel® Fortran Compiler
  • Intel® Math Kernel Library
  • MKL
  • mkl_set_num_threads
  • c interface
  • Fortran interface
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  • Intel® Math Kernel Library
  • MKL
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    Provides a full description of the Intel's Ct technology code samples and instructions on how to build and run them.
  • sample code
  • IPP
  • random number generator
  • monte carlo
  • FFT
  • convolution
  • example
  • MKL
  • lapack
  • FFTW3
  • BLAS
  • ray tracing
  • graphics
  • image processing
  • example code
  • poisson
  • binomial tree
  • black scholes
  • sample
  • medical imaging
  • histogram
  • Performance and Portability Benefits of Ct

    We explain at a high level how Ct works with large problems, uses TBB for threading, and has performance-driven application libraries that port to new Intel Architectures.
  • IPP
  • Architecture
  • Vectorization
  • tbb
  • FFT
  • compilation
  • MKL
  • lapack
  • BLAS
  • compiler
  • scalability
  • runtime
  • memory bottlenecks
  • modularity
  • fusion
  • simd-ization
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