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Re: [Help-gsl] Speed of Ziggurat Compared With Box Muller on Visual Stud


From: Simon Manning
Subject: Re: [Help-gsl] Speed of Ziggurat Compared With Box Muller on Visual Studio 2005
Date: Tue, 11 Dec 2007 15:05:19 +0000

Brian,

Thank you for the clarification. In that case, do you know what relative
performance I should expect in the release version of GSL? I'm using GSL
complied with Visual Studio 2005 using /O2 as the optimization flag.

Thanks,

Simon.

On Dec 11, 2007 8:36 AM, Brian Gough <address@hidden> wrote:

> At Wed, 5 Dec 2007 18:10:04 +0000,
> Simon Manning wrote:
> > Ziggurat is approximately twice as fast as Box-Muller, but according to
> > http://seehuhn.de/pages/ziggurat it should be almost 4 times as fast.
>
> The implementation is slightly different in the released version, to
> make it work with different generators.  This is why it is a bit
> slower.  The 4x speedup comes from hardcoding a specific 32 bit
> generator into the routine.
>
> --
> Brian Gough
>


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