< Vector Statistical Library (VSL) Performance Data

 

Rayleigh ( VSL_RNG_METHOD_RAYLEIGH_ICDF )

 

Performance:

 

FP precision BRNG Intel® Xeon® Processor X5570 Intel® Xeon® Processor E7-4870 Intel® Xeon® Processor E5-2690
Single MCG31m1 13.45 13.59 9.67
R250 14.23 14.27 10.56
MRG32k3a 25.53 25.64 21.05
MCG59 12.32 12.37 8.00
WH 24.31 24.66 21.38
SOBOL 10.89 11.01 7.78
NIEDERR 13.75 14.16 10.45
MT19937 15.30 15.48 9.29
MT2203 15.84 15.81 8.86
SFMT19937 10.90 10.92 7.59
Double MCG31m1 26.95 27.01 19.25
R250 28.79 28.63 20.33
MRG32k3a 39.20 39.29 30.29
MCG59 25.52 25.56 17.16
WH 37.52 37.67 30.31
SOBOL 26.21 26.41 18.71
NIEDERR 25.93 26.40 18.78
MT19937 28.45 28.65 18.76
MT2203 29.11 29.23 18.34
SFMT19937 25.51 25.63 17.88

Notes:

 

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