JuliaRandom / JuliaRandom/RandomNumbers.jl

Xoroshiro128Plus slows down relative to Base MT with increasing sample size

Aperta
#68 1 commento 0 reazioni 0 assegnatari Vedi su GitHub
Lingua principale
Julia
Stelle
100
Fork
23
Metriche di merge delle PR
Nessuna PR unita negli ultimi 30g

Descrizione

From what I've read, Xoroshiro is often suggested as the fastest RNG with decent random properties. Using the implementation here, I do see it beating Base's MT for small samples, but getting relatively slower as the sample size passes ~100:

```
julia> r0 = Random.default_rng();

julia> r1 = RandomNumbers.Xorshifts.Xoroshiro128Plus(1);

julia> @btime rand($r0);
2.458 ns (0 allocations: 0 bytes)

julia> @btime rand($r1);
1.925 ns (0 allocations: 0 bytes)

julia> @btime rand($r0, 8);
41.771 ns (1 allocation: 144 bytes)

julia> @btime rand($r1, 8);
34.454 ns (1 allocation: 144 bytes)

julia> @btime rand($r0, 128);
171.495 ns (1 allocation: 1.14 KiB)

julia> @btime rand($r1, 128);
180.105 ns (1 allocation: 1.14 KiB)

julia> @btime rand($r0, 10^7);
6.606 ms (2 allocations: 76.29 MiB)

julia> @btime rand($r1, 10^7);
25.872 ms (2 allocations: 76.29 MiB)
```

Is this to be expected? Perhaps this information could be added to the docs.

```
julia> versioninfo()
Julia Version 1.5.0-DEV.803
Commit 8ab87d2205 (2020-05-03 08:07 UTC)
Platform Info:
OS: Linux (x86_64-pc-linux-gnu)
CPU: Intel(R) Core(TM) i7-7700 CPU @ 3.60GHz
WORD_SIZE: 64
LIBM: libopenlibm
LLVM: libLLVM-9.0.1 (ORCJIT, skylake)
Environment:
JULIA_NUM_THREADS = 8
```

Guida per i contributori

Nessuna guida per i contributori indicizzata per questo repository

Valutazione

Questa issue non è ancora stata valutata.

Ricevi le nuove issue nella tua casella

Un breve riepilogo di issue GitHub adatte ai principianti.