GaussianMV (VSL_METHOD_SGAUSSIANMV_BOXMULLER2 / VSL_METHOD_DGAUSSIANMV_BOXMULLER2)

 

Performance:

 

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 35.59 32.88 70.29
R250 36.31 33.60 69.67
MRG32k3a 50.22 45.58 75.76
MCG59 33.28 30.67 70.21
WH 48.03 43.64 83.89
SOBOL 36.63 33.26 71.97
NIEDERR 40.81 37.90 71.79
MT19937 39.18 35.16 78.61
MT2203 38.67 35.74 80.04
Double MCG31m1 49.36 44.06 65.03
R250 50.89 45.60 64.38
MRG32k3a 64.23 56.10 69.86
MCG59 47.80 41.60 64.85
WH 61.79 54.39 78.22
SOBOL 48.62 42.84 67.23
NIEDERR 50.60 45.10 67.54
MT19937 52.79 46.60 71.72
MT2203 52.92 46.78 73.00

Notes:

 

 

Performance Graphs
 

 

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