Gaussian

Gaussian ( VSL_METHOD_SGAUSSIAN_ICDF / VSL_METHOD_DGAUSSIAN_ICDF )

FP precision	BRNG	45nm Intel(R) Core(TM)2 Duo processor	Intel(R) Core(TM) i7 processor	Intel(R) Itanium(R) 2 processor
Single	MCG31m1	13.03	12.54	74.08
	R250	13.69	13.25	73.92
	MRG32k3a	27.84	24.13	78.85
	MCG59	10.77	10.28	73.79
	WH	25.72	23.29	88.11
	SOBOL	13.44	12.86	72.55
	NIEDERR	18.41	17.58	72.57
	MT19937	16.03	14.83	80.57
	MT2203	16.09	15.42	82.29
Double	MCG31m1	18.53	17.13	86.31
	R250	20.06	18.64	85.10
	MRG32k3a	33.67	28.73	90.14
	MCG59	17.00	14.57	85.38
	WH	30.88	27.43	99.27
	SOBOL	19.46	17.99	86.66
	NIEDERR	21.13	19.73	87.14
	MT19937	21.45	19.60	92.73
	MT2203	21.14	19.86	93.37

Notes:

The following hardware was used for measurements:
- 45nm Intel(R) Core(TM)2 Duo processor – 2 Quad Core CPUs (256Kb L1 and 12288Kb L2 cache), 2.8GHz, 8GB of RAM
- Intel(R) Core(TM) i7 processor – 1 Quad Core CPU (256Kb L1, 1Mb L2 cache and 8Mb L3 cache), 3.2GHz, 4GB of RAM
- Intel(R) Itanium(R) 2 processor – 4 Dual Core CPUs (64Kb L1, 2560Kb L2, 24Mb L3 cache), 1.6GHz, 8GB of RAM.
Performance is measured over the vector length of 1000 elements.