PERF: Update performance comparrison

Update performance comparrison to use Ziggurat

Author: bashtage

ci/performance.py

@@ -26,7 +26,7 @@
              'random_sample': {},
              'random_raw': {'output': False},
              'standard_exponential': {'method': 'zig'},
-             'standard_gamma': {'shape': 2.4},
+             'standard_gamma': {'shape': 2.4, 'method': 'zig'},
              'standard_normal': {'method': 'zig'},
              'multinomial': {'n': 20, 'pvals': [1.0 / 6.0] * np.ones(6)},
              'negative_binomial': {'n': 5, 'p': 0.16},
@@ -41,7 +41,7 @@ def timer(prng: str, fn: str, args: dict):
         # Differences with NumPy
         if fn in ('random_raw', 'complex_normal'):
             return np.nan
-        if fn in ('standard_normal','standard_exponential'):
+        if fn in ('standard_normal','standard_exponential', 'standard_gamma'):
             args = {k: v for k, v in args.items() if k != 'method'}
     elif prng == 'mt19937' and fn == 'random_raw':  # To make comparable
         args['size'] = 2 * args['size']
@@ -111,6 +111,10 @@ def timer(prng: str, fn: str, args: dict):
 std_results = std_results.append(overall)
 std_results = np.round(std_results, 2)
 
+print('\n\n' + '*'*80)
+print(std_results)
+print('\n'*4)
+
 sio = StringIO()
 std_results.to_csv(sio)
 sio.seek(0)

doc/source/performance.rst

@@ -33,41 +33,42 @@ uses the Box-Muller transformation rather than the Ziggurat generator.
     :header: ,NumPy MT19937,MT19937,SFMT,dSFMT,xoroshiro128+,xorshift1024,PCG64
     :widths: 14,14,14,14,14,14,14,14
 
-    Raw,,5.07,1.98,1.91,1.08,1.49,3.16
-    Random Integers,4.84,3.32,2.36,3.36,1.99,2.53,2.32
-    Uniforms,10.41,6.53,2.7,2.7,1.58,2.31,2.47
-    Normal,69.4,15.34,9.93,11.57,9.56,11.69,11.64
-    Complex Normal,,40.57,28.05,31.91,25.8,31.9,31.86
-    Binomial,77.46,71.08,65.77,65.71,66.18,67.23,69.51
-    Gamma,107.42,97.66,86.5,86.09,82.31,87.42,86.41
-    Exponential,112.54,104.16,96.23,95.22,93.98,98.15,98.36
-    Laplace,116.09,114.2,102.35,100.21,100.5,105.9,104.82
-    Poisson,151.65,135.11,105.1,103.89,102.43,116.29,114.34
-    Neg. Binomial,476.34,453.07,429.23,426.31,423.45,429.81,430.05
-    Multinomial,1166.63,1146.25,1111.39,1097.51,1095.43,1103.77,1109.79
+    Raw,,4.21,1.81,1.7,1.06,1.5,2.67
+    Random Integers,4.56,3.11,2.09,2.96,1.93,2.34,2.22
+    Uniforms,9.77,6.13,2.41,2.22,1.46,2.37,2.56
+    Normal,62.47,13.77,9.11,10.89,7.8,10.48,10.67
+    Exponential,98.35,9.85,5.72,7.22,5.56,6.32,10.88
+    Complex Normal,,37.07,24.41,27.88,23.31,27.78,28.34
+    Gamma,97.99,44.94,38.27,33.41,31.2,34.18,34.09
+    Binomial,87.99,79.95,78.85,77.12,76.88,76.09,76.99
+    Laplace,101.73,103.95,91.57,89.02,91.94,93.61,92.13
+    Poisson,131.93,119.95,99.42,94.84,92.71,100.28,101.17
+    Neg. Binomial,433.77,416.69,410.2,397.71,389.21,396.14,394.78
+    Multinomial,1072.82,1043.98,1021.58,1019.22,1016.7,1013.15,1018.41
+
 
 The next table presents the performance relative to `xoroshiro128+`. The overall
 performance was computed using a geometric mean.
 
 .. csv-table::
     :header: ,NumPy MT19937,MT19937,SFMT,dSFMT,xoroshiro128+,xorshift1024,PCG64
     :widths: 14,14,14,14,14,14,14,14
-
-    Raw,,4.69,1.83,1.77,1.0,1.38,2.93
-    Random Integers,2.43,1.67,1.19,1.69,1.0,1.27,1.17
-    Uniforms,6.59,4.13,1.71,1.71,1.0,1.46,1.56
-    Normal,7.26,1.6,1.04,1.21,1.0,1.22,1.22
-    Complex Normal,,1.57,1.09,1.24,1.0,1.24,1.23
-    Binomial,1.17,1.07,0.99,0.99,1.0,1.02,1.05
-    Gamma,1.31,1.19,1.05,1.05,1.0,1.06,1.05
-    Exponential,1.2,1.11,1.02,1.01,1.0,1.04,1.05
-    Laplace,1.16,1.14,1.02,1.0,1.0,1.05,1.04
-    Poisson,1.48,1.32,1.03,1.01,1.0,1.14,1.12
-    Neg. Binomial,1.12,1.07,1.01,1.01,1.0,1.02,1.02
-    Multinomial,1.06,1.05,1.01,1.0,1.0,1.01,1.01
-    Overall,1.84,1.55,1.14,1.19,1.0,1.15,1.22
+    
+    Raw,,3.97,1.71,1.6,1.0,1.42,2.52
+    Random Integers,2.36,1.61,1.08,1.53,1.0,1.21,1.15
+    Uniforms,6.69,4.2,1.65,1.52,1.0,1.62,1.75
+    Normal,8.01,1.77,1.17,1.4,1.0,1.34,1.37
+    Exponential,17.69,1.77,1.03,1.3,1.0,1.14,1.96
+    Complex Normal,,1.59,1.05,1.2,1.0,1.19,1.22
+    Gamma,3.14,1.44,1.23,1.07,1.0,1.1,1.09
+    Binomial,1.14,1.04,1.03,1.0,1.0,0.99,1.0
+    Laplace,1.11,1.13,1.0,0.97,1.0,1.02,1.0
+    Poisson,1.42,1.29,1.07,1.02,1.0,1.08,1.09
+    Neg. Binomial,1.11,1.07,1.05,1.02,1.0,1.02,1.01
+    Multinomial,1.06,1.03,1.0,1.0,1.0,1.0,1.0
+    Overall,2.61,1.62,1.15,1.2,1.0,1.16,1.28
 
 
 .. note::
 
-   All timings were taken using Linux and gcc 5.4 on a i7-5600U processor.
+   All timings were taken using Linux and gcc 5.4 on a i5-3570 processor.