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

 

Laplace ( VSL_RNG_METHOD_LAPLACE_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 17.47 12.95 11.17
R250 17.43 13.28 10.47
MRG32k3a 40.97 35.01 22.25
MCG59 15.08 9.68 8.01
WH 39.50 36.35 35.04
SOBOL 11.63 8.37 5.68
NIEDERR 19.07 14.89 10.14
MT19937 17.86 10.76 6.09
MT2203 21.93 10.48 6.00
SFMT19937 11.33 8.25 5.08
Double MCG31m1 24.50 17.91 15.05
R250 26.72 18.75 15.76
MRG32k3a 48.51 39.54 27.50
MCG59 21.66 13.88 11.33
WH 45.79 40.01 38.29
SOBOL 23.84 18.17 12.55
NIEDERR 23.03 17.61 12.52
MT19937 27.17 15.81 11.07
MT2203 28.80 15.64 11.10
SFMT19937 20.52 14.40 9.95

Notes:

 

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Notice revision #20110804

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