[Numpy-discussion] Random number generators. (original) (raw)
Charles R Harris charlesr.harris at gmail.com
Sun Jun 4 14:36:17 EDT 2006
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Hi All,
But mostly Robert. I've been fooling around timing random number generators and noticed that on an Athlon64 with 64bit binaries that the MWC8222 rng is about 2.5x as fast as the MT19937 generator. On my machine (1.8 GHz) I get
MWC8222:
long 2.58e+08 float 1.20e+08 double 1.34e+08 full double 1.02e+08
MT19937:
long 9.07e+07 float 6.33e+07 double 6.71e+07 full double 3.81e+07
numbers/sec, where the time includes accumulating the sums. This also impacts the generation of normally distributed numbers
MWC8222:
nums/sec: 1.12e+08 average : 1.91e-05 sigma : 1.00e-00
MT19937:
nums/sec: 5.41e+07 average : -9.73e-05 sigma : 1.00e+00
The times for 32 bit binaries is roughly the same. For generating large arrays of random numbers on 64 bit architectures it looks like MWC8222 is a winner. So, the question is, is there a good way to make the rng selectable?
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