< Vector Statistical Library (VSL) Random Number Generator Performance Data

 

Exponential ( VSL_RNG_METHOD_EXPONENTIAL_ICDF )

 

Performance:

 

FP precision BRNG Intel(R) Xeon(R) Processor E7-4870 Intel(R) Xeon(R) Processor E5-2690 Intel(R) Core(TM) i5-4670T Processor
Single MCG31m1 11.02 7.96 6.21
R250 11.70 8.91 6.51
MRG32k3a 23.13 19.24 12.01
MCG59 9.79 6.30 4.54
WH 22.07 19.69 18.18
SOBOL 7.33 5.22 3.07
NIEDERR 10.62 7.31 4.91
MT19937 11.71 6.98 3.65
MT2203 13.29 6.62 3.40
SFMT19937 8.09 5.74 3.24
Double MCG31m1 16.78 12.06 9.59
R250 18.60 13.17 10.57
MRG32k3a 28.96 23.12 15.68
MCG59 15.35 9.99 7.71
WH 27.46 23.10 21.26
SOBOL 14.66 10.35 7.39
NIEDERR 15.69 10.44 7.90
MT19937 18.40 11.26 7.84
MT2203 19.01 10.85 7.56
SFMT19937 15.10 10.46 7.30

Notes:

 

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