-
-
Notifications
You must be signed in to change notification settings - Fork 5.5k
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
make Julia global RNG be an instance of MersenneTwister
The state of the global RNG was previously handled by libdSFMT. This commit allows the global RNG to benefit speed improvements resulting from the use of fill_array_* functions (cf. previous commit). However, individual calls to rand() (i.e. producing one value instead of filling an array) using the global RNG are now slower, as well as those filling non-Float64 arrays.
- Loading branch information
Showing
1 changed file
with
20 additions
and
11 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
0a88117
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
How much slower is genrand now?
0a88117
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
It seems to get 7 times slower now, but I had forgotten that
const
objects can be mutated: with a const global RNG, we are back to within 2x (from 25% to 75% slower). I will push a new version.