Random Number Library Performance

For some people, performance of random number generation is an important consideration when choosing a random number generator or a particular distribution function. This page provides numerous performance tests with the wide variety of generators and distributions available in the boost library.

The performance has been evaluated on a Pentium Pro 200 MHz with gcc 2.95.2, Linux 2.2.13, glibc 2.1.2. The speed is reported in million random numbers per second (M rn/sec), generated in a tight loop.

Basic Generators

generator	M rn/sec	time per random number [usec]	relative speed compared to fastest [percent]
rand48	5.38	0.183	61%
rand48 run-time configurable	1.48	0.677	17%
lrand48 glibc 2.1.2	1.19	0.843	13%
minstd_rand	2.39	0.318	35%
ecuyer1988	1.12	0.892	13%
kreutzer1986	3.87	0.258	43%
hellekalek1995 (inversive)	0.20	5.12	2%
mt11213b	6.07	0.165	68%
mt19937	6.06	0.165	68%
mt19937 original	5.33	0.188	60%
lagged_fibonacci607	8.90	0.112	100%
lagged_fibonacci4423	8.54	0.117	96%
lagged_fibonacci19937	7.49	0.133	84%
lagged_fibonacci23209	6.63	0.151	74%
lagged_fibonacci44497	4.01	0.250	45%

Note that the lagged Fibonacci generators produce floating-point numbers, whereas all others produce integers.

Distributions

[M rn/sec]	minstd_rand	kreutzer1986	mt19937	lagged_fibonacci607
uniform_smallint	1.26	1.55	1.93	-
uniform_01	1.79	1.88	3.03	7.74
uniform_real	1.74	1.56	2.34	6.62
geometric	0.593	0.629	0.753	0.916
triangle	0.97	1.02	1.35	1.31
exponential	0.849	0.828	0.887	1.53
normal (polar method)	0.608	0.626	0.738	0.755
lognormal	0.417	0.442	0.470	0.481
uniform_on_sphere	0.154	0.155	0.174	0.218

Note that the lagged Fibonacci generator is at least 2.5 times faster than the Mersenne twister when generating uniformly distributed floating-point numbers. For more sophisticated distributions, the speed improvement is less. Note however that these distributions have not been optimized for speed, yet.

Revised 05 December, 2006

Copyright © 2001 Jens Maurer

Distributed under the Boost Software License, Version 1.0. (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)