< Vector Statistical Library (VSL) Performance Data

 

Cauchy ( VSL_RNG_METHOD_CAUCHY_ICDF )

 

Performance:

 

FP precision BRNG Intel® Xeon® Processor X5570 Intel® Xeon® Processor E7-4870 Intel® Xeon® Processor E5-2690
Single MCG31m1 14.16 14.25 9.93
R250 14.94 14.92 10.83
MRG32k3a 26.23 26.26 21.32
MCG59 12.99 13.00 8.27
WH 25.02 25.32 21.65
SOBOL 11.54 11.63 8.07
NIEDERR 14.46 14.83 10.72
MT19937 15.97 16.10 9.51
MT2203 16.51 16.44 9.16
SFMT19937 11.57 11.58 7.85
Double MCG31m1 25.04 25.03 17.71
R250 26.89 26.66 18.79
MRG32k3a 37.22 37.34 28.76
MCG59 23.66 23.67 15.62
WH 35.62 35.70 28.77
SOBOL 24.28 24.43 17.17
NIEDERR 24.10 24.42 17.25
MT19937 26.59 26.67 17.15
MT2203 27.27 27.21 16.79
SFMT19937 23.53 23.61 16.32

Notes:

 

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