This is the mail archive of the
gsl-discuss@sourceware.org
mailing list for the GSL project.
Re: random number generation algorithms
- From: Patrick Alken <alken at colorado dot edu>
- To: gsl-discuss at sourceware dot org
- Date: Fri, 1 Dec 2017 10:35:26 -0700
- Subject: Re: random number generation algorithms
- Authentication-results: sourceware.org; auth=none
- Authentication-results: spf=none (sender IP is ) smtp.mailfrom=patrick dot alken at colorado dot edu;
- References: <a5bcdab8-73ef-6811-21a8-0709be4b7b6d@mail.de>
- Spamdiagnosticmetadata: NSPM
- Spamdiagnosticoutput: 1:99
Hello, sorry for the late reply. Can you make a patch against the latest
git repository and send it to me?
On 11/14/2017 01:39 AM, Heiko Bauke wrote:
> Hi,
>
> quite some time ago (in 2003) I provided some fixes for some random
> number generation algorithms to the GSL. My implementation was mainly
> focused on correctness and portability. Thus it was implemented in
> C89, which is portable but does not guarantee to have a 64 bit integer
> type.
>
> The performance of some random number generation algorithms, however,
> can benefit a lot from an implementation that uses 64 integers for
> intermediate values. This holds often not only for genuine 64 bit
> architectures but also for 32 bit CPUs where the compiler emits more
> complex code to emulate 64 bit arithmetics. Thus I reimplemented
> these generators in C99 and 64 bit arithmetics and wrote a simple
> benchmark that generates a few million random floating point numbers,
> sums them up, prints this sum and the elapsed time. For some
> generators the performance difference is substantial.
>
> How can I submit my revised code? The code is backward compatible to
> C89 via preprocessor switches.
>
> Here my results to give you an idea of the performance impact of the
> new implementation: (Note that a substantial amount of time is
> actually spent in making just the function call to the generator's get
> routine, performing the loop and so on. An empty get function, yields
> a running time of 0.6 sec. on my computer.)
>
> Current code:
>
> generator type: cmrg
> time = 3.13553 sec.
> sum = 67102809.40374
>
> generator type: mrg
> time = 1.85819 sec.
> sum = 67103626.29699
>
> generator type: minstd
> time = 0.87232 sec.
> sum = 67112858.69032
>
> generator type: knuthran2
> time = 4.21356 sec.
> sum = 67111295.37067
>
> generator type: fishman18
> time = 2.28581 sec.
> sum = 67112445.93199
>
> generator type: fishman20
> time = 0.90139 sec.
> sum = 67104902.87940
>
> generator type: lecuyer21
> time = 1.05779 sec.
> sum = 67107194.15891
>
> generator type: fishman2x
> time = 1.14781 sec.
> sum = 67118684.47031
>
>
>
> New code:
>
> generator type: cmrg
> time = 1.03106 sec.
> sum = 67102809.40374
>
> generator type: mrg
> time = 0.72681 sec.
> sum = 67103626.29699
>
> generator type: minstd
> time = 0.66231 sec.
> sum = 67112858.69032
>
> generator type: knuthran2
> time = 0.70982 sec.
> sum = 67111295.37067
>
> generator type: fishman18
> time = 0.66595 sec.
> sum = 67112445.93199
>
> generator type: fishman20
> time = 0.66089 sec.
> sum = 67104902.87940
>
> generator type: lecuyer21
> time = 0.80597 sec.
> sum = 67107194.15891
>
> generator type: fishman2x
> time = 0.90818 sec.
> sum = 67118684.47031
>
>
> Regards,
>
> Heiko
>