Random Engine Differences

Question

The C++11 standard specifies a number of different engines for random number generation: linear_congruential_engine, mersenne_twister_engine,

Answer 1

In general, mersenne twister is the best (and fastest) RNG, but it requires some space (about 2.5 kilobytes). Which one suits your need depends on how many times you need to instantiate the generator object. (If you need to instantiate it only once, or a few times, then MT is the one to use. If you need to instantiate it millions of times, then perhaps something smaller.)

Some people report that MT is slower than some of the others. According to my experiments, this depends a lot on your compiler optimization settings. Most importantly the -march=native setting may make a huge difference, depending on your host architecture.

I ran a small program to test the speed of different generators, and their sizes, and got this:

std::mt19937 (2504 bytes): 1.4714 s
std::mt19937_64 (2504 bytes): 1.50923 s
std::ranlux24 (120 bytes): 16.4865 s
std::ranlux48 (120 bytes): 57.7741 s
std::minstd_rand (4 bytes): 1.04819 s
std::minstd_rand0 (4 bytes): 1.33398 s
std::knuth_b (1032 bytes): 1.42746 s