Random number generators discussion

Random number generators | www.agner.org

 
thread SIMD-oriented Fast Mersenne Twister - Holger Taschenberger - 2009-05-10
last reply SIMD-oriented Fast Mersenne Twister - Agner - 2009-05-11
 
SIMD-oriented Fast Mersenne Twister
Author:  Date: 2009-05-10 10:26
Hi Agner,

a SIMD-oriented Fast Mersenne Twister was recently published by Mutsuo Saito and Makoto Matsumoto (<http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/index.html>). Do you know by any chance how this version compares speedwise to your own assembly language implementation (i.e. double MersenneRandom())?

Thanks,
Holger

   
SIMD-oriented Fast Mersenne Twister
Author: Agner Date: 2009-05-11 07:14
The speed of the Japanese C code depends on how good the C compiler optimizes and which opportunities for optimization the surrounding code provides.

The C code is as fast as the assembly code in lucky cases, but slower in some cases. The time consumption is negligible anyway for most applications. Use whatever code is most convenient in your case.