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1<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
2
3<html>
4<head>
5  <meta http-equiv="Content-Language" content="en-us">
6  <meta http-equiv="Content-Type" content="text/html; charset=us-ascii">
7
8  <title>Boost Random Number Library Performance</title>
9</head>
10
11<body bgcolor="#FFFFFF" text="#000000">
12  <h1>Random Number Library Performance</h1>
13
14  <p>For some people, performance of random number generation is an important
15  consideration when choosing a random number generator or a particular
16  distribution function. This page provides numerous performance tests with
17  the wide variety of generators and distributions available in the boost
18  library.</p>
19
20  <p>The performance has been evaluated on a Pentium Pro 200 MHz with gcc
21  2.95.2, Linux 2.2.13, glibc 2.1.2. The speed is reported in million random
22  numbers per second (M rn/sec), generated in a tight loop.</p>
23
24  <h2>Basic Generators</h2>
25
26  <table border="1" summary="">
27    <tr>
28      <th>generator</th>
29
30      <th>M rn/sec</th>
31
32      <th>time per random number [usec]</th>
33
34      <th>relative speed compared to fastest [percent]</th>
35    </tr>
36
37    <tr>
38      <td>rand48</td>
39
40      <td>5.38</td>
41
42      <td>0.183</td>
43
44      <td>61%</td>
45    </tr>
46
47    <tr>
48      <td>rand48 run-time configurable</td>
49
50      <td>1.48</td>
51
52      <td>0.677</td>
53
54      <td>17%</td>
55    </tr>
56
57    <tr>
58      <td>lrand48 glibc 2.1.2</td>
59
60      <td>1.19</td>
61
62      <td>0.843</td>
63
64      <td>13%</td>
65    </tr>
66
67    <tr>
68      <td>minstd_rand</td>
69
70      <td>2.39</td>
71
72      <td>0.318</td>
73
74      <td>35%</td>
75    </tr>
76
77    <tr>
78      <td>ecuyer1988</td>
79
80      <td>1.12</td>
81
82      <td>0.892</td>
83
84      <td>13%</td>
85    </tr>
86
87    <tr>
88      <td>kreutzer1986</td>
89
90      <td>3.87</td>
91
92      <td>0.258</td>
93
94      <td>43%</td>
95    </tr>
96
97    <tr>
98      <td>hellekalek1995 (inversive)</td>
99
100      <td>0.20</td>
101
102      <td>5.12</td>
103
104      <td>2%</td>
105    </tr>
106
107    <tr>
108      <td>mt11213b</td>
109
110      <td>6.07</td>
111
112      <td>0.165</td>
113
114      <td>68%</td>
115    </tr>
116
117    <tr>
118      <td>mt19937</td>
119
120      <td>6.06</td>
121
122      <td>0.165</td>
123
124      <td>68%</td>
125    </tr>
126
127    <tr>
128      <td>mt19937 original</td>
129
130      <td>5.33</td>
131
132      <td>0.188</td>
133
134      <td>60%</td>
135    </tr>
136
137    <tr>
138      <td>lagged_fibonacci607</td>
139
140      <td>8.90</td>
141
142      <td>0.112</td>
143
144      <td>100%</td>
145    </tr>
146
147    <tr>
148      <td>lagged_fibonacci4423</td>
149
150      <td>8.54</td>
151
152      <td>0.117</td>
153
154      <td>96%</td>
155    </tr>
156
157    <tr>
158      <td>lagged_fibonacci19937</td>
159
160      <td>7.49</td>
161
162      <td>0.133</td>
163
164      <td>84%</td>
165    </tr>
166
167    <tr>
168      <td>lagged_fibonacci23209</td>
169
170      <td>6.63</td>
171
172      <td>0.151</td>
173
174      <td>74%</td>
175    </tr>
176
177    <tr>
178      <td>lagged_fibonacci44497</td>
179
180      <td>4.01</td>
181
182      <td>0.250</td>
183
184      <td>45%</td>
185    </tr>
186  </table>
187
188  <p>Note that the lagged Fibonacci generators produce floating-point
189  numbers, whereas all others produce integers.</p>
190
191  <h2>Distributions</h2>
192
193  <table border="1" summary="">
194    <tr>
195      <th>[M rn/sec]</th>
196
197      <th>minstd_rand</th>
198
199      <th>kreutzer1986</th>
200
201      <th>mt19937</th>
202
203      <th>lagged_fibonacci607</th>
204    </tr>
205
206    <tr>
207      <th>uniform_smallint</th>
208
209      <td>1.26</td>
210
211      <td>1.55</td>
212
213      <td>1.93</td>
214
215      <td>-</td>
216    </tr>
217
218    <tr>
219      <th>uniform_01</th>
220
221      <td>1.79</td>
222
223      <td>1.88</td>
224
225      <td>3.03</td>
226
227      <td>7.74</td>
228    </tr>
229
230    <tr>
231      <th>uniform_real</th>
232
233      <td>1.74</td>
234
235      <td>1.56</td>
236
237      <td>2.34</td>
238
239      <td>6.62</td>
240    </tr>
241
242    <tr>
243      <th>geometric</th>
244
245      <td>0.593</td>
246
247      <td>0.629</td>
248
249      <td>0.753</td>
250
251      <td>0.916</td>
252    </tr>
253
254    <tr>
255      <th>triangle</th>
256
257      <td>0.97</td>
258
259      <td>1.02</td>
260
261      <td>1.35</td>
262
263      <td>1.31</td>
264    </tr>
265
266    <tr>
267      <th>exponential</th>
268
269      <td>0.849</td>
270
271      <td>0.828</td>
272
273      <td>0.887</td>
274
275      <td>1.53</td>
276    </tr>
277
278    <tr>
279      <th>normal (polar method)</th>
280
281      <td>0.608</td>
282
283      <td>0.626</td>
284
285      <td>0.738</td>
286
287      <td>0.755</td>
288    </tr>
289
290    <tr>
291      <th>lognormal</th>
292
293      <td>0.417</td>
294
295      <td>0.442</td>
296
297      <td>0.470</td>
298
299      <td>0.481</td>
300    </tr>
301
302    <tr>
303      <th>uniform_on_sphere</th>
304
305      <td>0.154</td>
306
307      <td>0.155</td>
308
309      <td>0.174</td>
310
311      <td>0.218</td>
312    </tr>
313  </table>
314
315  <p>Note that the lagged Fibonacci generator is at least 2.5 times faster
316  than the Mersenne twister when generating uniformly distributed
317  floating-point numbers. For more sophisticated distributions, the speed
318  improvement is less. Note however that these distributions have not been
319  optimized for speed, yet.</p>
320  <hr>
321
322  <p><a href="http://validator.w3.org/check?uri=referer"><img border="0" src=
323  "http://www.w3.org/Icons/valid-html401" alt="Valid HTML 4.01 Transitional"
324  height="31" width="88"></a></p>
325
326  <p>Revised
327  <!--webbot bot="Timestamp" s-type="EDITED" s-format="%d %B, %Y" startspan -->05
328  December, 2006<!--webbot bot="Timestamp" endspan i-checksum="38516" --></p>
329
330  <p><i>Copyright &copy; 2001 <a href="../../people/jens_maurer.htm">Jens
331  Maurer</a></i></p>
332
333  <p><i>Distributed under the Boost Software License, Version 1.0. (See
334  accompanying file <a href="../../LICENSE_1_0.txt">LICENSE_1_0.txt</a> or
335  copy at <a href=
336  "http://www.boost.org/LICENSE_1_0.txt">http://www.boost.org/LICENSE_1_0.txt</a>)</i></p>
337</body>
338</html>
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