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7 | |
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8 | <title>Boost Random Number Library Performance</title> |
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9 | </head> |
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10 | |
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11 | <body bgcolor="#FFFFFF" text="#000000"> |
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12 | <h1>Random Number Library Performance</h1> |
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13 | |
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14 | <p>For some people, performance of random number generation is an important |
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15 | consideration when choosing a random number generator or a particular |
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16 | distribution function. This page provides numerous performance tests with |
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17 | the wide variety of generators and distributions available in the boost |
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18 | library.</p> |
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19 | |
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20 | <p>The performance has been evaluated on a Pentium Pro 200 MHz with gcc |
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21 | 2.95.2, Linux 2.2.13, glibc 2.1.2. The speed is reported in million random |
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22 | numbers per second (M rn/sec), generated in a tight loop.</p> |
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23 | |
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24 | <h2>Basic Generators</h2> |
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25 | |
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26 | <table border="1" summary=""> |
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27 | <tr> |
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28 | <th>generator</th> |
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29 | |
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30 | <th>M rn/sec</th> |
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31 | |
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32 | <th>time per random number [usec]</th> |
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33 | |
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34 | <th>relative speed compared to fastest [percent]</th> |
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35 | </tr> |
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36 | |
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37 | <tr> |
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38 | <td>rand48</td> |
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39 | |
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40 | <td>5.38</td> |
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41 | |
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42 | <td>0.183</td> |
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43 | |
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44 | <td>61%</td> |
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45 | </tr> |
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46 | |
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47 | <tr> |
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48 | <td>rand48 run-time configurable</td> |
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49 | |
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50 | <td>1.48</td> |
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51 | |
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52 | <td>0.677</td> |
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53 | |
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54 | <td>17%</td> |
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55 | </tr> |
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56 | |
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57 | <tr> |
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58 | <td>lrand48 glibc 2.1.2</td> |
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59 | |
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60 | <td>1.19</td> |
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61 | |
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62 | <td>0.843</td> |
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63 | |
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64 | <td>13%</td> |
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65 | </tr> |
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66 | |
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67 | <tr> |
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68 | <td>minstd_rand</td> |
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69 | |
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70 | <td>2.39</td> |
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71 | |
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72 | <td>0.318</td> |
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73 | |
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74 | <td>35%</td> |
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75 | </tr> |
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76 | |
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77 | <tr> |
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78 | <td>ecuyer1988</td> |
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79 | |
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80 | <td>1.12</td> |
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81 | |
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82 | <td>0.892</td> |
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83 | |
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84 | <td>13%</td> |
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85 | </tr> |
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86 | |
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87 | <tr> |
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88 | <td>kreutzer1986</td> |
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89 | |
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90 | <td>3.87</td> |
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91 | |
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92 | <td>0.258</td> |
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93 | |
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94 | <td>43%</td> |
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95 | </tr> |
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96 | |
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97 | <tr> |
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98 | <td>hellekalek1995 (inversive)</td> |
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99 | |
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100 | <td>0.20</td> |
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101 | |
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102 | <td>5.12</td> |
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103 | |
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104 | <td>2%</td> |
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105 | </tr> |
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106 | |
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107 | <tr> |
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108 | <td>mt11213b</td> |
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109 | |
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110 | <td>6.07</td> |
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111 | |
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112 | <td>0.165</td> |
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113 | |
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114 | <td>68%</td> |
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115 | </tr> |
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116 | |
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117 | <tr> |
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118 | <td>mt19937</td> |
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119 | |
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120 | <td>6.06</td> |
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121 | |
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122 | <td>0.165</td> |
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123 | |
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124 | <td>68%</td> |
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125 | </tr> |
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126 | |
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127 | <tr> |
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128 | <td>mt19937 original</td> |
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129 | |
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130 | <td>5.33</td> |
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131 | |
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132 | <td>0.188</td> |
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133 | |
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134 | <td>60%</td> |
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135 | </tr> |
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136 | |
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137 | <tr> |
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138 | <td>lagged_fibonacci607</td> |
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139 | |
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140 | <td>8.90</td> |
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141 | |
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142 | <td>0.112</td> |
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143 | |
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144 | <td>100%</td> |
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145 | </tr> |
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146 | |
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147 | <tr> |
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148 | <td>lagged_fibonacci4423</td> |
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149 | |
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150 | <td>8.54</td> |
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151 | |
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152 | <td>0.117</td> |
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153 | |
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154 | <td>96%</td> |
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155 | </tr> |
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156 | |
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157 | <tr> |
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158 | <td>lagged_fibonacci19937</td> |
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159 | |
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160 | <td>7.49</td> |
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161 | |
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162 | <td>0.133</td> |
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163 | |
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164 | <td>84%</td> |
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165 | </tr> |
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166 | |
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167 | <tr> |
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168 | <td>lagged_fibonacci23209</td> |
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169 | |
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170 | <td>6.63</td> |
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171 | |
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172 | <td>0.151</td> |
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173 | |
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174 | <td>74%</td> |
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175 | </tr> |
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176 | |
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177 | <tr> |
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178 | <td>lagged_fibonacci44497</td> |
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179 | |
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180 | <td>4.01</td> |
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181 | |
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182 | <td>0.250</td> |
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183 | |
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184 | <td>45%</td> |
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185 | </tr> |
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186 | </table> |
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187 | |
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188 | <p>Note that the lagged Fibonacci generators produce floating-point |
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189 | numbers, whereas all others produce integers.</p> |
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190 | |
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191 | <h2>Distributions</h2> |
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192 | |
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193 | <table border="1" summary=""> |
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194 | <tr> |
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195 | <th>[M rn/sec]</th> |
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196 | |
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197 | <th>minstd_rand</th> |
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198 | |
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199 | <th>kreutzer1986</th> |
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200 | |
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201 | <th>mt19937</th> |
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202 | |
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203 | <th>lagged_fibonacci607</th> |
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204 | </tr> |
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205 | |
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206 | <tr> |
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207 | <th>uniform_smallint</th> |
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208 | |
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209 | <td>1.26</td> |
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210 | |
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211 | <td>1.55</td> |
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212 | |
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213 | <td>1.93</td> |
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214 | |
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215 | <td>-</td> |
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216 | </tr> |
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217 | |
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218 | <tr> |
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219 | <th>uniform_01</th> |
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220 | |
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221 | <td>1.79</td> |
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222 | |
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223 | <td>1.88</td> |
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224 | |
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225 | <td>3.03</td> |
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226 | |
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227 | <td>7.74</td> |
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228 | </tr> |
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229 | |
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230 | <tr> |
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231 | <th>uniform_real</th> |
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232 | |
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233 | <td>1.74</td> |
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234 | |
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235 | <td>1.56</td> |
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236 | |
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237 | <td>2.34</td> |
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238 | |
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239 | <td>6.62</td> |
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240 | </tr> |
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241 | |
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242 | <tr> |
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243 | <th>geometric</th> |
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244 | |
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245 | <td>0.593</td> |
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246 | |
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247 | <td>0.629</td> |
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248 | |
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249 | <td>0.753</td> |
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250 | |
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251 | <td>0.916</td> |
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252 | </tr> |
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253 | |
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254 | <tr> |
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255 | <th>triangle</th> |
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256 | |
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257 | <td>0.97</td> |
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258 | |
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259 | <td>1.02</td> |
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260 | |
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261 | <td>1.35</td> |
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262 | |
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263 | <td>1.31</td> |
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264 | </tr> |
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265 | |
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266 | <tr> |
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267 | <th>exponential</th> |
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268 | |
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269 | <td>0.849</td> |
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270 | |
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271 | <td>0.828</td> |
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272 | |
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273 | <td>0.887</td> |
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274 | |
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275 | <td>1.53</td> |
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276 | </tr> |
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277 | |
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278 | <tr> |
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279 | <th>normal (polar method)</th> |
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280 | |
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281 | <td>0.608</td> |
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282 | |
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283 | <td>0.626</td> |
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284 | |
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285 | <td>0.738</td> |
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286 | |
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287 | <td>0.755</td> |
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288 | </tr> |
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289 | |
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290 | <tr> |
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291 | <th>lognormal</th> |
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292 | |
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293 | <td>0.417</td> |
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294 | |
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295 | <td>0.442</td> |
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296 | |
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297 | <td>0.470</td> |
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298 | |
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299 | <td>0.481</td> |
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300 | </tr> |
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301 | |
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302 | <tr> |
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303 | <th>uniform_on_sphere</th> |
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304 | |
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305 | <td>0.154</td> |
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306 | |
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307 | <td>0.155</td> |
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308 | |
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309 | <td>0.174</td> |
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310 | |
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311 | <td>0.218</td> |
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312 | </tr> |
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313 | </table> |
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314 | |
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315 | <p>Note that the lagged Fibonacci generator is at least 2.5 times faster |
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316 | than the Mersenne twister when generating uniformly distributed |
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317 | floating-point numbers. For more sophisticated distributions, the speed |
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318 | improvement is less. Note however that these distributions have not been |
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319 | optimized for speed, yet.</p> |
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320 | <hr> |
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321 | |
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322 | <p><a href="http://validator.w3.org/check?uri=referer"><img border="0" src= |
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323 | "http://www.w3.org/Icons/valid-html401" alt="Valid HTML 4.01 Transitional" |
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324 | height="31" width="88"></a></p> |
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325 | |
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326 | <p>Revised |
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327 | <!--webbot bot="Timestamp" s-type="EDITED" s-format="%d %B, %Y" startspan -->05 |
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328 | December, 2006<!--webbot bot="Timestamp" endspan i-checksum="38516" --></p> |
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329 | |
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330 | <p><i>Copyright © 2001 <a href="../../people/jens_maurer.htm">Jens |
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331 | Maurer</a></i></p> |
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332 | |
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333 | <p><i>Distributed under the Boost Software License, Version 1.0. (See |
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334 | accompanying file <a href="../../LICENSE_1_0.txt">LICENSE_1_0.txt</a> or |
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335 | copy at <a href= |
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336 | "http://www.boost.org/LICENSE_1_0.txt">http://www.boost.org/LICENSE_1_0.txt</a>)</i></p> |
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337 | </body> |
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338 | </html> |
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