[Numpy-discussion] speed of random number generator compared to Julia

Pierre Haessig pierre.haessig at crans.org
Mon Apr 3 09:20:56 EDT 2017


Le 30/03/2017 à 13:31, Pierre Haessig a écrit :
> [....]
> But how come Julia is 4-5x faster since Numpy uses C implementation
> for the entire process ? (Mersenne Twister -> uniform double ->
> Box-Muller transform to get a Gaussian
> https://github.com/numpy/numpy/blob/master/numpy/random/mtrand/randomkit.c).
> Also I noticed that Julia uses a different algorithm (Ziggurat Method
> from Marsaglia and Tsang ,
> https://github.com/JuliaLang/julia/blob/master/base/random.jl#L700)
> but this doesn't explain the difference for uniform rng.
Any ideas?

Do you think Stackoverflow would be a better place for my question?



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