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bab2min authored Oct 17, 2020
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Expand Up @@ -77,6 +77,17 @@ https://bab2min.github.io/eigenrand/
| `Eigen::Rand::Vmt19937_64` | a vectorized version of Mersenne Twister algorithm. It generates two 64bit random integers simultaneously with SSE2 and four integers with AVX2. | `std::mt19937_64` |

## Performance
The following charts show the relative speed-up of EigenRand compared to references(equivalent functions of C++ std or Eigen).

![Perf_no_vect](/doxygen/images/perf_no_vect.png)
![Perf_no_vect](/doxygen/images/perf_sse2.png)
![Perf_no_vect](/doxygen/images/perf_avx.png)
![Perf_no_vect](/doxygen/images/perf_avx2.png)

The following charts are about multivariate distributions.
![Perf_no_vect](/doxygen/images/perf_mv_part1.png)
![Perf_no_vect](/doxygen/images/perf_mv_part2.png)


The following result is a measure of the time in seconds it takes to generate 1M random numbers.
It shows the average of 20 times.
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