2013-04-20 17:56:34 +00:00
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A SIMD optimized version of the WELL512a random algorithm.
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2013-04-22 19:42:15 +00:00
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=== OVERVIEW ===
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WELL512a is a pseudorandom number generator algorithm developed by
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F. Panneton, P. L'Ecuyer and M. Matsumoto.
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This is a fast implementation of that algorithm in C++ using SSE2 intrinsics
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for the x86 / x64 platform.
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For a detailed description of how the algorithm works, please see the
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following pages:
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2013-04-20 17:56:34 +00:00
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1) http://en.wikipedia.org/wiki/Well_equidistributed_long-period_linear
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2) http://www.iro.umontreal.ca/~panneton/WELLRNG.html
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2013-04-22 19:42:15 +00:00
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=== PERFORMANCE ===
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This implementation is generally about 2-3 times faster than the C
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implementation by the original authors.
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Some example numbers from the included test program run on an Intel Core
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i7-3770K 3.5GHz:
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VS2012 gcc 4.6.3
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2013-04-22 19:52:57 +00:00
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C++ SSE2 0.078 0.07
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Original C 0.223 0.19
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2013-04-22 19:42:15 +00:00
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-------------------------------------
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2013-04-22 19:55:46 +00:00
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x2.86 x2.71
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2013-04-22 19:42:15 +00:00
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=== REQUIREMENTS ===
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An SSE2 capable CPU (i.e. AMD Athlon 64, Intel Pentium 4 or newer.
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It's been tested with Visual Studio 2012 and gcc 4.6.3 but should compile
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and run on other compilers as well.
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=== LICENSE ===
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All the source code, except WELL512a.cpp|h that contains the original
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implementation, are released under the Simplified BSD license which allows
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you to use this code in any open or closed source project.
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=== ACKNOWLEDGEMENTS ===
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Thanks to Marcus Geelnard for code review and many suggestions for
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improvements.
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