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| -rw-r--r-- | doc/source/reference/random/performance.rst | 129 |
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. |