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Diffstat (limited to 'doc/source/reference/random/performance.rst')
| -rw-r--r-- | doc/source/reference/random/performance.rst | 20 |
1 files changed, 10 insertions, 10 deletions
diff --git a/doc/source/reference/random/performance.rst b/doc/source/reference/random/performance.rst index 2d5fca496..d70dd064a 100644 --- a/doc/source/reference/random/performance.rst +++ b/doc/source/reference/random/performance.rst @@ -5,21 +5,21 @@ Performance Recommendation ************** -The recommended generator for general use is :class:`~pcg64.PCG64`. It is +The recommended generator for general use is `PCG64`. It is statistically high quality, full-featured, and fast on most platforms, but somewhat slow when compiled for 32-bit processes. -:class:`~philox.Philox` is fairly slow, but its statistical properties have +`Philox` is fairly slow, but its statistical properties have very high quality, and it is easy to get assuredly-independent stream by using unique keys. If that is the style you wish to use for parallel streams, or you are porting from another system that uses that style, then -:class:`~philox.Philox` is your choice. +`Philox` is your choice. -:class:`~sfc64.SFC64` is statistically high quality and very fast. However, it +`SFC64` is statistically high quality and very fast. However, it lacks jumpability. If you are not using that capability and want lots of speed, even on 32-bit processes, this is your choice. -:class:`~mt19937.MT19937` `fails some statistical tests`_ and is not especially +`MT19937` `fails some statistical tests`_ and is not especially fast compared to modern PRNGs. For these reasons, we mostly do not recommend using it on its own, only through the legacy `~.RandomState` for reproducing old results. That said, it has a very long history as a default in @@ -31,20 +31,20 @@ Timings ******* The timings below are the time in ns to produce 1 random value from a -specific distribution. The original :class:`~mt19937.MT19937` generator is +specific distribution. The original `MT19937` generator is much slower since it requires 2 32-bit values to equal the output of the faster generators. Integer performance has a similar ordering. The pattern is similar for other, more complex generators. The normal -performance of the legacy :class:`~.RandomState` generator is much +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 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 -:class:`~.RandomState` but produces random values using -:class:`~Generator`. +`RandomState` but produces random values using +`Generator`. .. csv-table:: :header: ,MT19937,PCG64,Philox,SFC64,RandomState @@ -61,7 +61,7 @@ The column labeled MT19973 is used the same 32-bit generator as Poissons,67.6,52.4,69.2,46.4,78.1 The next table presents the performance in percentage relative to values -generated by the legacy generator, `RandomState(MT19937())`. The overall +generated by the legacy generator, ``RandomState(MT19937())``. The overall performance was computed using a geometric mean. .. csv-table:: |