Merge pull request #18936 from bashtage/update-perf-prng

DOC: Update performance for new PRNG

1 files changed, 64 insertions, 65 deletions

diff --git a/doc/source/reference/random/performance.rst b/doc/source/reference/random/performance.rst
index 812c719f8..85855be59 100644
--- a/doc/source/reference/random/performance.rst
+++ b/doc/source/reference/random/performance.rst
@@ -42,49 +42,48 @@ Integer performance has a similar ordering.
 
 The pattern is similar for other, more complex generators. The normal
 performance of the legacy `RandomState` generator is much
-lower than the other since it uses the Box-Muller transformation rather
-than the Ziggurat generator. The performance gap for Exponentials is also
+lower than the other since it uses the Box-Muller transform rather
+than the Ziggurat method. The performance gap for Exponentials is also
 large due to the cost of computing the log function to invert the CDF.
-The column labeled MT19973 is used the same 32-bit generator as
-`RandomState` but produces random values using
-`Generator`.
+The column labeled MT19973 uses the same 32-bit generator as
+`RandomState` but produces random variates using `Generator`.
 
 .. csv-table::
-    :header: ,MT19937,PCG64,Philox,SFC64,RandomState
-    :widths: 14,14,14,14,14,14
-
-    32-bit Unsigned Ints,3.2,2.7,4.9,2.7,3.2
-    64-bit Unsigned Ints,5.6,3.7,6.3,2.9,5.7
-    Uniforms,7.3,4.1,8.1,3.1,7.3
-    Normals,13.1,10.2,13.5,7.8,34.6
-    Exponentials,7.9,5.4,8.5,4.1,40.3
-    Gammas,34.8,28.0,34.7,25.1,58.1
-    Binomials,25.0,21.4,26.1,19.5,25.2
-    Laplaces,45.1,40.7,45.5,38.1,45.6
-    Poissons,67.6,52.4,69.2,46.4,78.1
+    :header: ,MT19937,PCG64,PCG64DXSM,Philox,SFC64,RandomState
+    :widths: 14,14,14,14,14,14,14
+
+    32-bit Unsigned Ints,3.3,1.9,2.0,3.3,1.8,3.1
+    64-bit Unsigned Ints,5.6,3.2,2.9,4.9,2.5,5.5
+    Uniforms,5.9,3.1,2.9,5.0,2.6,6.0
+    Normals,13.9,10.8,10.5,12.0,8.3,56.8
+    Exponentials,9.1,6.0,5.8,8.1,5.4,63.9
+    Gammas,37.2,30.8,28.9,34.0,27.5,77.0
+    Binomials,21.3,17.4,17.6,19.3,15.6,21.4
+    Laplaces,73.2,72.3,76.1,73.0,72.3,82.5
+    Poissons,111.7,103.4,100.5,109.4,90.7,115.2
 
 The next table presents the performance in percentage relative to values
 generated by the legacy generator, ``RandomState(MT19937())``. The overall
 performance was computed using a geometric mean.
 
 .. csv-table::
-    :header: ,MT19937,PCG64,Philox,SFC64
-    :widths: 14,14,14,14,14
-
-    32-bit Unsigned Ints,101,121,67,121
-    64-bit Unsigned Ints,102,156,91,199
-    Uniforms,100,179,90,235
-    Normals,263,338,257,443
-    Exponentials,507,752,474,985
-    Gammas,167,207,167,231
-    Binomials,101,118,96,129
-    Laplaces,101,112,100,120
-    Poissons,116,149,113,168
-    Overall,144,192,132,225
+    :header: ,MT19937,PCG64,PCG64DXSM,Philox,SFC64
+    :widths: 14,14,14,14,14,14
+
+    32-bit Unsigned Ints,96,162,160,96,175
+    64-bit Unsigned Ints,97,171,188,113,218
+    Uniforms,102,192,206,121,233
+    Normals,409,526,541,471,684
+    Exponentials,701,1071,1101,784,1179
+    Gammas,207,250,266,227,281
+    Binomials,100,123,122,111,138
+    Laplaces,113,114,108,113,114
+    Poissons,103,111,115,105,127
+    Overall,159,219,225,174,251
 
 .. note::
 
-   All timings were taken using Linux on an i5-3570 processor.
+   All timings were taken using Linux on an AMD Ryzen 9 3900X processor.
 
 Performance on different Operating Systems
 ******************************************
@@ -101,33 +100,33 @@ across tables.
 64-bit Linux
 ~~~~~~~~~~~~
 
-===================   =========  =======  ========  =======
-Distribution            MT19937    PCG64    Philox    SFC64
-===================   =========  =======  ========  =======
-32-bit Unsigned Int         100    119.8      67.7    120.2
-64-bit Unsigned Int         100    152.9      90.8    213.3
-Uniforms                    100    179.0      87.0    232.0
-Normals                     100    128.5      99.2    167.8
-Exponentials                100    148.3      93.0    189.3
-**Overall**                 100    144.3      86.8    180.0
-===================   =========  =======  ========  =======
+=====================   =========  =======  ===========  ========  =======
+Distribution            MT19937    PCG64    PCG64DXSM    Philox    SFC64
+=====================   =========  =======  ===========  ========  =======
+32-bit Unsigned Ints          100      168         166        100      182
+64-bit Unsigned Ints          100      176         193        116      224
+Uniforms                      100      188         202        118      228
+Normals                       100      128         132        115      167
+Exponentials                  100      152         157        111      168
+Overall                       100      161         168        112      192
+=====================   =========  =======  ===========  ========  =======
 
 
 64-bit Windows
 ~~~~~~~~~~~~~~
-The relative performance on 64-bit Linux and 64-bit Windows is broadly similar.
-
+The relative performance on 64-bit Linux and 64-bit Windows is broadly similar
+with the notable exception of the Philox generator.
 
-===================   =========  =======  ========  =======
-Distribution            MT19937    PCG64    Philox    SFC64
-===================   =========  =======  ========  =======
-32-bit Unsigned Int         100    129.1      35.0    135.0
-64-bit Unsigned Int         100    146.9      35.7    176.5
-Uniforms                    100    165.0      37.0    192.0
-Normals                     100    128.5      48.5    158.0
-Exponentials                100    151.6      39.0    172.8
-**Overall**                 100    143.6      38.7    165.7
-===================   =========  =======  ========  =======
+=====================   =========  =======  ===========  ========  =======
+Distribution              MT19937    PCG64    PCG64DXSM    Philox    SFC64
+=====================   =========  =======  ===========  ========  =======
+32-bit Unsigned Ints          100      155          131        29      150
+64-bit Unsigned Ints          100      157          143        25      154
+Uniforms                      100      151          144        24      155
+Normals                       100      129          128        37      150
+Exponentials                  100      150          145        28      159
+**Overall**                   100      148          138        28      154
+=====================   =========  =======  ===========  ========  =======
 
 
 32-bit Windows
@@ -137,20 +136,20 @@ The performance of 64-bit generators on 32-bit Windows is much lower than on 64-
 operating systems due to register width. MT19937, the generator that has been
 in NumPy since 2005, operates on 32-bit integers.
 
-===================   =========  =======  ========  =======
-Distribution            MT19937    PCG64    Philox    SFC64
-===================   =========  =======  ========  =======
-32-bit Unsigned Int         100     30.5      21.1     77.9
-64-bit Unsigned Int         100     26.3      19.2     97.0
-Uniforms                    100     28.0      23.0    106.0
-Normals                     100     40.1      31.3    112.6
-Exponentials                100     33.7      26.3    109.8
-**Overall**                 100     31.4      23.8     99.8
-===================   =========  =======  ========  =======
+=====================   =========  =======  ===========  ========  =======
+Distribution            MT19937    PCG64    PCG64DXSM    Philox    SFC64
+=====================   =========  =======  ===========  ========  =======
+32-bit Unsigned Ints          100       24           34        14       57
+64-bit Unsigned Ints          100       21           32        14       74
+Uniforms                      100       21           34        16       73
+Normals                       100       36           57        28      101
+Exponentials                  100       28           44        20       88
+**Overall**                   100       25           39        18       77
+=====================   =========  =======  ===========  ========  =======
 
 
 .. note::
 
-   Linux timings used Ubuntu 18.04 and GCC 7.4.  Windows timings were made on
+   Linux timings used Ubuntu 20.04 and GCC 9.3.0.  Windows timings were made on
    Windows 10 using Microsoft C/C++ Optimizing Compiler Version 19 (Visual
-   Studio 2015). All timings were produced on an i5-3570 processor.
+   Studio 2019). All timings were produced on an AMD Ryzen 9 3900X processor.