4 ms·
Definitely. Once the AVX512-IFMA instruction set becomes more common (only available on Intel 10nm CPUs so far), I may try a PCG with 104 bits of state. Wanting
by celrod 6y ago
Definitely.
Once the AVX512-IFMA instruction set becomes more common (only available on Intel 10nm CPUs so far), I may try a PCG with 104 bits of state.
Wanting SIMD rngs (separate generator per vector lane), PCG is hurt by 64-bit integer multiplication being on the slower side. AVX2 has to perform three 32 bit multiplications, while the AVX512 instruction has much lower throughput than the likes of a xor, shift, or floating point arithmetic. The new IFMA may change that.
My use cases are Monte Carlo, where "passes statistical tests" is probably all that's needed for good results.
Maybe I should just try an mcg.