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

 

GaussianMV ( VSL_RNG_METHOD_GAUSSIANMV_BOXMULLER )


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 34.37 25.20 19.74
R250 34.38 25.51 19.02
MRG32k3a 58.12 47.31 30.81
MCG59 32.01 21.91 16.52
WH 56.42 48.59 43.71
SOBOL 28.83 20.20 19.71
NIEDERR 33.21 26.41 18.51
MT19937 34.77 22.97 14.62
MT2203 38.97 22.73 14.55
SFMT19937 28.24 20.56 13.66
Double MCG31m1 49.67 34.87 25.25
R250 52.13 35.98 26.64
MRG32k3a 73.61 56.63 38.49
MCG59 46.78 30.75 21.86
WH 70.92 56.94 48.89
SOBOL 47.23 34.06 23.11
NIEDERR 47.07 33.86 23.08
MT19937 52.88 33.34 22.19
MT2203 54.21 32.78 21.70
SFMT19937 46.17 31.77 20.86

Notes:

 

 

Performance Graphs

 

 

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