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From Mikkel Meyer Andersen <m...@mikl.dk>
Subject Re: [math] new pseudo random number generators
Date Tue, 21 Sep 2010 07:22:53 GMT
Thanks for the test. I give a +1 fir this (with the already mentioned
"but"'s like documentation etc.). Inclusion would also make it easier
for others to test it a bit.

2010/9/21 Luc Maisonobe <Luc.Maisonobe@free.fr>:
> Le 20/09/2010 15:28, Mikkel Meyer Andersen a écrit :
>
>> I would like to see/try a comparison between the default and new PRNG
>> under different conditions. Just to get an idea of how they perform.
>
> I gave it a try. The version from yesterday was really slow (about 3
> times slower than other generators). It seems the JVM optimizer (at
> least on my computer) was not able to inline everything. So I inlined
> myself and also tried several different tricks to avoid modulo
> operations in indices. I ended up with a solution different from the one
> of the authors: I used precomputed indices arrays. This increase data
> size by a factor 6 but really speeds up generation.
>
> Here are my results, using a 64 bits JVM on a linux computer with a 2
> years old processor (AMD phenom Quad 9550 at 2.2 GHz):
>
> generation rate for MersenneTwister: about 27 millions doubles per
> second (remember I generate two 32 bits integers for each double).
>
> generation rates for other PRNG, relative to MersenneTwister:
>
> MersenneTwister    1.0
> JDKRandomGenerator 1.16
> Well512a           0.85
> Well1024a          0.63
> Well19937a         0.71
> Well19937c         0.57
> Well44497a         0.69
> Well44497b         0.65
>
>
> So JDK is 16% faster than MersenneTwister (but very poor) and the new
> generators are between 15% slower and 43% slower. The order of magnitude
> are the same. I could perhaps optimize a little further for example by
> generating several numbers and caching them but am not sure this is
> worth the effort.
>
> I have sent a mail to the paper authors with our questions.
>
> Luc
>
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