Performance
===========

.. currentmodule:: numpy.random

Recommendation
--------------

The recommended generator for general use is `PCG64` or its upgraded variant
`PCG64DXSM` for heavily-parallel use cases. They are statistically high quality,
full-featured, and fast on most platforms, but somewhat slow when compiled for
32-bit processes. See :ref:`upgrading-pcg64` for details on when heavy
parallelism would indicate using `PCG64DXSM`.

`Philox` is fairly slow, but its statistical properties have
very high quality, and it is easy to get an assuredly-independent stream by using
unique keys. If that is the style you wish to use for parallel streams, or you
are porting from another system that uses that style, then
`Philox` is your choice.

`SFC64` is statistically high quality and very fast. However, it
lacks jumpability. If you are not using that capability and want lots of speed,
even on 32-bit processes, this is your choice.

`MT19937` `fails some statistical tests`_ and is not especially
fast compared to modern PRNGs. For these reasons, we mostly do not recommend
using it on its own, only through the legacy `RandomState` for
reproducing old results. That said, it has a very long history as a default in
many systems.

.. _`fails some statistical tests`: https://www.iro.umontreal.ca/~lecuyer/myftp/papers/testu01.pdf

Timings
-------

The timings below are the time in ns to produce 1 random value from a
specific distribution.  The original `MT19937` generator is
much slower since it requires 2 32-bit values to equal the output of the
faster generators.

Integer performance has a similar ordering.

The pattern is similar for other, more complex generators. The normal
performance of the legacy `RandomState` generator is much
lower than the other since it uses the Box-Muller transform rather
than the Ziggurat method. The performance gap for Exponentials is also
large due to the cost of computing the log function to invert the CDF.
The column labeled MT19973 uses the same 32-bit generator as
`RandomState` but produces random variates using `Generator`.

.. csv-table::
    :header: ,MT19937,PCG64,PCG64DXSM,Philox,SFC64,RandomState
    :widths: 14,14,14,14,14,14,14

    32-bit Unsigned Ints,3.3,1.9,2.0,3.3,1.8,3.1
    64-bit Unsigned Ints,5.6,3.2,2.9,4.9,2.5,5.5
    Uniforms,5.9,3.1,2.9,5.0,2.6,6.0
    Normals,13.9,10.8,10.5,12.0,8.3,56.8
    Exponentials,9.1,6.0,5.8,8.1,5.4,63.9
    Gammas,37.2,30.8,28.9,34.0,27.5,77.0
    Binomials,21.3,17.4,17.6,19.3,15.6,21.4
    Laplaces,73.2,72.3,76.1,73.0,72.3,82.5
    Poissons,111.7,103.4,100.5,109.4,90.7,115.2

The next table presents the performance in percentage relative to values
generated by the legacy generator, ``RandomState(MT19937())``. The overall
performance was computed using a geometric mean.

.. csv-table::
    :header: ,MT19937,PCG64,PCG64DXSM,Philox,SFC64
    :widths: 14,14,14,14,14,14

    32-bit Unsigned Ints,96,162,160,96,175
    64-bit Unsigned Ints,97,171,188,113,218
    Uniforms,102,192,206,121,233
    Normals,409,526,541,471,684
    Exponentials,701,1071,1101,784,1179
    Gammas,207,250,266,227,281
    Binomials,100,123,122,111,138
    Laplaces,113,114,108,113,114
    Poissons,103,111,115,105,127
    Overall,159,219,225,174,251

.. note::

   All timings were taken using Linux on an AMD Ryzen 9 3900X processor.

Performance on different operating systems
------------------------------------------
Performance differs across platforms due to compiler and hardware availability
(e.g., register width) differences. The default bit generator has been chosen
to perform well on 64-bit platforms.  Performance on 32-bit operating systems
is very different.

The values reported are normalized relative to the speed of MT19937 in
each table. A value of 100 indicates that the performance matches the MT19937.
Higher values indicate improved performance. These values cannot be compared
across tables.

64-bit Linux
~~~~~~~~~~~~

=====================   =========  =======  ===========  ========  =======
Distribution            MT19937    PCG64    PCG64DXSM    Philox    SFC64
=====================   =========  =======  ===========  ========  =======
32-bit Unsigned Ints          100      168         166        100      182
64-bit Unsigned Ints          100      176         193        116      224
Uniforms                      100      188         202        118      228
Normals                       100      128         132        115      167
Exponentials                  100      152         157        111      168
Overall                       100      161         168        112      192
=====================   =========  =======  ===========  ========  =======


64-bit Windows
~~~~~~~~~~~~~~
The relative performance on 64-bit Linux and 64-bit Windows is broadly similar
with the notable exception of the Philox generator.

=====================   =========  =======  ===========  ========  =======
Distribution              MT19937    PCG64    PCG64DXSM    Philox    SFC64
=====================   =========  =======  ===========  ========  =======
32-bit Unsigned Ints          100      155          131        29      150
64-bit Unsigned Ints          100      157          143        25      154
Uniforms                      100      151          144        24      155
Normals                       100      129          128        37      150
Exponentials                  100      150          145        28      159
**Overall**                   100      148          138        28      154
=====================   =========  =======  ===========  ========  =======


32-bit Windows
~~~~~~~~~~~~~~

The performance of 64-bit generators on 32-bit Windows is much lower than on 64-bit
operating systems due to register width. MT19937, the generator that has been
in NumPy since 2005, operates on 32-bit integers.

=====================   =========  =======  ===========  ========  =======
Distribution            MT19937    PCG64    PCG64DXSM    Philox    SFC64
=====================   =========  =======  ===========  ========  =======
32-bit Unsigned Ints          100       24           34        14       57
64-bit Unsigned Ints          100       21           32        14       74
Uniforms                      100       21           34        16       73
Normals                       100       36           57        28      101
Exponentials                  100       28           44        20       88
**Overall**                   100       25           39        18       77
=====================   =========  =======  ===========  ========  =======


.. note::

   Linux timings used Ubuntu 20.04 and GCC 9.3.0.  Windows timings were made on
   Windows 10 using Microsoft C/C++ Optimizing Compiler Version 19 (Visual
   Studio 2019). All timings were produced on an AMD Ryzen 9 3900X processor.
