The following charts show the relative speed-up of EigenRand compared to references(equivalent functions of C++ std or Eigen for univariate distributions and Scipy for multivariate distributions).

Since there is no equivalent class to balanced in C++11 std, we used Eigen::DenseBase::Random instead.

Cases filled with orange are generators that are slower than reference functions.

Windows 2019, MSVC 19.29.30147, Intel(R) Xeon(R) Platinum 8171M CPU, AVX2, Eigen 3.4.0

Ubuntu 18.04, gcc 7.5.0, Intel(R) Xeon(R) Platinum 8370C CPU, AVX2, Eigen 3.4.0

macOS Monterey 12.2.1, clang 13.1.6, Apple M1 Pro, NEON, Eigen 3.4.0

You can see the detailed numerical values used to plot the above charts on the Action Results of GitHub repository.