Performance Study of Random Walk Simulations

Abstract

Our research shows that generation of random numbers in the benchmark Random Walk application is a significant fraction of the overall computational time in Random Walk simulations (40%). Furthermore, we show that choice of implementation and compiler flags can have a significant impact on performance. Our weakest implementation of the benchmark application performs the computations in 5338 seconds, while the fastest implementation performs the same computations in merely 71 seconds, a 75x speed improvement.