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+# EigenRand : The Fastest C++11-compatible random distribution generator for Eigen
+
+EigenRand is a header-only library for [Eigen](http://eigen.tuxfamily.org/index.php?title=Main_Page), providing vectorized random number engines and vectorized random distribution generators. 
+Since the classic Random functions of Eigen relies on an old C function `rand()`, 
+there is no way to control random numbers and no guarantee for quality of generated numbers. 
+In addition, Eigen's Random is slow because `rand()` is hard to vectorize.
+
+EigenRand provides a variety of random distribution functions similar to C++11 standard's random functions, 
+which can be vectorized and easily integrated into Eigen's expressions of Matrix and Array.
+
+You can get 5~10 times speed by just replacing old Eigen's Random or unvectorizable c++11 random number generators with EigenRand.
+
+## Features
+
+* C++11-compatible Random Number Generator
+* 5~10 times faster than non-vectorized functions
+* Header-only (like Eigen)
+* Can be easily integrated with Eigen's expressions
+* Currently supports only x86, x86-64(up to AVX2), and ARM64 NEON (experimental) architecture.
+
+## Requirement
+
+* Eigen 3.3.4 ~ 3.4.0
+* C++11-compatible compilers
+
+## Build for Test & Benchmark
+You can build a test binary to verify if EigenRand is working well.
+First, make sure you have Eigen 3.3.4~3.4.0 installed in your compiler include folder. Also make sure you have cmake 3.9 or higher installed.
+After then, you can build it following:
+```console
+$ git clone https://github.com/bab2min/EigenRand
+$ cd EigenRand
+$ git clone https://github.com/google/googletest
+$ pushd googletest && git checkout v1.8.x && popd
+$ mkdir build && cd build
+$ cmake -DCMAKE_BUILD_TYPE=Release ..
+$ make
+$ ./test/EigenRand-test # Binary for unit test
+$ ./EigenRand-accuracy # Binary for accuracy test of univariate random distributions
+$ ./EigenRand-benchmark # Binary for performance test of univariate random distributions
+$ ./EigenRand-benchmark-mv # Binary for performance test of multivariate random distributions
+```
+
+You can specify additional compiler arguments including target machine options (e.g. -mavx2, -march) like:
+```console
+$ cmake -DCMAKE_BUILD_TYPE=Release -DEIGENRAND_CXX_FLAGS="-march=native" ..
+```
+
+## Documentation
+
+https://bab2min.github.io/eigenrand/
+
+## Functions
+
+### Random distributions for real types
+
+| Function | Generator | Scalar Type | Description | Equivalent to |
+|:---:|:---:|:---:|:---:|:---:|
+| `Eigen::Rand::balanced` | `Eigen::Rand::BalancedGen` | float, double | generates real values in the [-1, 1] range | `Eigen::DenseBase<Ty>::Random` for floating point types |
+| `Eigen::Rand::beta` | `Eigen::Rand::BetaGen` | float, double | generates real values on a [beta distribution](https://en.wikipedia.org/wiki/Beta_distribution) |  |
+| `Eigen::Rand::cauchy` | `Eigen::Rand::CauchyGen` | float, double | generates real values on the [Cauchy distribution](https://en.wikipedia.org/wiki/Cauchy_distribution). | `std::cauchy_distribution` |
+| `Eigen::Rand::chiSquared` | `Eigen::Rand::ChiSquaredGen` | float, double | generates real values on a [chi-squared distribution](https://en.wikipedia.org/wiki/Chi-squared_distribution). | `std::chi_squared_distribution` |
+| `Eigen::Rand::exponential` | `Eigen::Rand::ExponentialGen` | float, double | generates real values on an [exponential distribution](https://en.wikipedia.org/wiki/Exponential_distribution). | `std::exponential_distribution` |
+| `Eigen::Rand::extremeValue` | `Eigen::Rand::ExtremeValueGen` | float, double | generates real values on an [extreme value distribution](https://en.wikipedia.org/wiki/Generalized_extreme_value_distribution). | `std::extreme_value_distribution` |
+| `Eigen::Rand::fisherF` | `Eigen::Rand::FisherFGen` | float, double | generates real values on the [Fisher's F distribution](https://en.wikipedia.org/wiki/F_distribution). | `std::fisher_f_distribution` |
+| `Eigen::Rand::gamma` | `Eigen::Rand::GammaGen` | float, double | generates real values on a [gamma distribution](https://en.wikipedia.org/wiki/Gamma_distribution). | `std::gamma_distribution` |
+| `Eigen::Rand::lognormal` | `Eigen::Rand::LognormalGen` | float, double | generates real values on a [lognormal distribution](https://en.wikipedia.org/wiki/Lognormal_distribution). | `std::lognormal_distribution` |
+| `Eigen::Rand::normal` | `Eigen::Rand::StdNormalGen`, `Eigen::Rand::NormalGen` | float, double | generates real values on a [normal distribution](https://en.wikipedia.org/wiki/Normal_distribution). | `std::normal_distribution` |
+| `Eigen::Rand::studentT` | `Eigen::Rand::StudentTGen` | float, double | generates real values on the [Student's t distribution](https://en.wikipedia.org/wiki/Student%27s_t-distribution). | `std::student_t_distribution` |
+| `Eigen::Rand::uniformReal` | `Eigen::Rand::UniformRealGen` | float, double | generates real values in the `[0, 1)` range. | `std::generate_canonical` |
+| `Eigen::Rand::weibull` | `Eigen::Rand::WeibullGen` | float, double | generates real values on the [Weibull distribution](https://en.wikipedia.org/wiki/Weibull_distribution). | `std::weibull_distribution` |
+
+### Random distributions for integer types
+
+| Function | Generator | Scalar Type | Description | Equivalent to |
+|:---:|:---:|:---:|:---:|:---:|
+| `Eigen::Rand::binomial` | `Eigen::Rand::BinomialGen` | int | generates integers on a [binomial distribution](https://en.wikipedia.org/wiki/Binomial_distribution). | `std::binomial_distribution` |
+| `Eigen::Rand::discrete` | `Eigen::Rand::DiscreteGen` | int | generates random integers on a discrete distribution. | `std::discrete_distribution` |
+| `Eigen::Rand::geometric` | `Eigen::Rand::GeometricGen` | int | generates integers on a [geometric distribution](https://en.wikipedia.org/wiki/Geometric_distribution). | `std::geometric_distribution` |
+| `Eigen::Rand::negativeBinomial` | `Eigen::Rand::NegativeBinomialGen` | int | generates integers on a [negative binomial distribution](https://en.wikipedia.org/wiki/Negative_binomial_distribution). | `std::negative_binomial_distribution` |
+| `Eigen::Rand::poisson` | `Eigen::Rand::PoissonGen` | int | generates integers on the [Poisson distribution](https://en.wikipedia.org/wiki/Poisson_distribution). | `std::poisson_distribution` |
+| `Eigen::Rand::randBits` | `Eigen::Rand::RandbitsGen` | int | generates integers with random bits. | `Eigen::DenseBase<Ty>::Random` for integer types |
+| `Eigen::Rand::uniformInt` | `Eigen::Rand::UniformIntGen` | int | generates integers in the `[min, max]` range. | `std::uniform_int_distribution` |
+
+### Multivariate distributions for real vectors and matrices
+
+| Generator | Description | Equivalent to |
+|:---:|:---:|:---:|
+| `Eigen::Rand::MultinomialGen` | generates integer vectors on a [multinomial distribution](https://en.wikipedia.org/wiki/Multinomial_distribution) | [scipy.stats.multinomial in Python](https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.multinomial.html#scipy.stats.multinomial) |
+| `Eigen::Rand::DirichletGen` | generates real vectors on a [Dirichlet distribution](https://en.wikipedia.org/wiki/Dirichlet_distribution) | [scipy.stats.dirichlet in Python](https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.dirichlet.html#scipy.stats.dirichlet) |
+| `Eigen::Rand::MvNormalGen` | generates real vectors on a [multivariate normal distribution](https://en.wikipedia.org/wiki/Multivariate_normal_distribution) | [scipy.stats.multivariate_normal in Python](https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.multivariate_normal.html#scipy.stats.multivariate_normal) |
+| `Eigen::Rand::WishartGen` | generates real matrices on a [Wishart distribution](https://en.wikipedia.org/wiki/Wishart_distribution) | [scipy.stats.wishart in Python](https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.wishart.html#scipy.stats.wishart) |
+| `Eigen::Rand::InvWishartGen` | generates real matrices on a [inverse Wishart distribution](https://en.wikipedia.org/wiki/Inverse-Wishart_distribution) | [scipy.stats.invwishart in Python](https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.invwishart.html#scipy.stats.invwishart) |
+
+
+### Random number engines
+
+|  | Description | Equivalent to |
+|:---:|:---:|:---:|
+| `Eigen::Rand::Vmt19937_64` | a vectorized version of Mersenne Twister algorithm. It generates two 64bit random integers simultaneously with SSE2 & NEON and four integers with AVX2. | `std::mt19937_64` |
+| `Eigen::Rand::P8_mt19937_64` | a vectorized version of Mersenne Twister algorithm. Since it generates eight 64bit random integers simultaneously, the random values are the same regardless of architecture. | |
+
+## Performance
+The following charts show the relative speed-up of EigenRand compared to references(equivalent functions of C++ std or Eigen).
+
+![Perf_no_vect](/doxygen/images/perf_no_vect.png)
+![Perf_no_vect](/doxygen/images/perf_sse2.png)
+![Perf_no_vect](/doxygen/images/perf_avx.png)
+![Perf_no_vect](/doxygen/images/perf_avx2.png)
+
+The following charts are about multivariate distributions.
+![Perf_no_vect](/doxygen/images/perf_mv_part1.png)
+![Perf_no_vect](/doxygen/images/perf_mv_part2.png)
+
+
+The following result is a measure of the time in seconds it takes to generate 1M random numbers. 
+It shows the average of 20 times.
+
+### Intel(R) Xeon(R) Platinum 8171M CPU @ 2.60GHz (Ubuntu 16.04, gcc5.4)
+
+|  | C++ std (or Eigen) | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|---:|---:|
+| `balanced`* | 9.0 | 5.9 | 1.5 | 1.4 | 1.3 | 0.9 |
+| `balanced`(double)* | 8.7 | 6.4 | 3.3 | 2.9 | 1.7 | 1.7 |
+| `binomial(20, 0.5)` | 400.8 | 118.5 | 32.7 | 36.6 | 30.0 | 22.7 |
+| `binomial(50, 0.01)` | 71.7 | 22.5 | 7.7 | 8.3 | 7.9 | 6.6 |
+| `binomial(100, 0.75)` | 340.5 | 454.5 | 91.7 | 111.5 | 106.3 | 86.4 |
+| `cauchy` | 36.1 | 54.4 | 6.1 | 7.1 | 4.7 | 3.9 |
+| `chiSquared` | 80.5 | 249.5 | 64.6 | 58.0 | 29.4 | 28.8 |
+| `discrete`(int32) | - | 14.0 | 2.9 | 2.6 | 2.4 | 1.7 |
+| `discrete`(fp32) | - | 21.9 | 4.3 | 4.0 | 3.6 | 3.0 |
+| `discrete`(fp64) | 72.4 | 21.4 | 6.9 | 6.5 | 4.9 | 3.7 |
+| `exponential` | 31.0 | 25.3 | 5.5 | 5.3 | 3.3 | 2.9 |
+| `extremeValue` | 66.0 | 60.1 | 11.9 | 10.7 | 6.5 | 5.8 |
+| `fisherF(1, 1)` | 178.1 | 35.1 | 33.2 | 39.3 | 22.9 | 18.7 |
+| `fisherF(5, 5)` | 141.8 | 415.2 | 136.47 | 172.4 | 92.4 | 74.9 |
+| `gamma(0.2, 1)` | 207.8 | 211.4 | 54.6 | 51.2 | 26.9 | 27.0 |
+| `gamma(5, 3)` | 80.9 | 60.0 | 14.3 | 13.3 | 11.4 | 8.0 |
+| `gamma(10.5, 1)` | 81.1 | 248.6 | 63.3 | 58.5 | 29.2 | 28.4 |
+| `geometric` | 43.0 | 22.4 | 6.7 | 7.4 | 5.8 |  |
+| `lognormal` | 66.3 | 55.4 | 12.8 | 11.8 | 6.2 | 6.2 |
+| `negativeBinomial(10, 0.5)` | 312.0 | 301.4 | 82.9 | 100.6 | 95.3 | 77.9 |
+| `negativeBinomial(20, 0.25)` | 483.4 | 575.9 | 125.0 | 158.2 | 148.4 | 119.5 |
+| `normal(0, 1)` | 38.1 | 28.5 | 6.8 | 6.2 | 3.8 | 3.7 |
+| `normal(2, 3)` | 37.6 | 29.0 | 7.3 | 6.6 | 4.0 | 3.9 |
+| `poisson(1)` | 31.8 | 25.2 | 9.8 | 10.8 | 9.7 | 8.2 |
+| `poisson(16)` | 231.8 | 274.1 | 66.2 | 80.7 | 74.4 | 64.2 |
+| `randBits` | 5.2 | 5.4 | 1.4 | 1.3 | 1.1 | 1.0 |
+| `studentT(1)` | 122.7 | 120.1 | 15.3 | 19.2 | 12.6 | 9.4 |
+| `studentT(20)` | 102.2 | 111.1 | 15.4 | 19.2 | 12.2 | 9.4 |
+| `uniformInt(0~63)` | 22.4 | 4.7 | 1.7 | 1.6 | 1.4 | 1.1 |
+| `uniformInt(0~100k)` | 21.8 | 10.1 | 6.2 | 6.7 | 6.6 | 5.4 |
+| `uniformReal` | 12.9 | 5.7 | 1.4 | 1.2 | 1.4 | 0.7 |
+| `weibull` | 41.0 | 35.8 | 17.7 | 15.5 | 8.5 | 8.5 |
+
+* Since there is no equivalent class to `balanced` in C++11 std, we used Eigen::DenseBase::Random instead.
+
+|  | C++ std | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|---:|---:|
+| Mersenne Twister(int32) | 4.7 | 5.6 | 4.0 | 3.7 | 3.5 | 3.6 |
+| Mersenne Twister(int64) | 5.4 | 5.3 | 4.0 | 3.9 | 3.4 | 2.6 |
+
+|  | Python 3.6 + scipy 1.5.2 + numpy 1.19.2 | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|---:|---:|
+| `Dirichlet(4)` | 6.47 | 6.60 | 2.39 | 2.49 | 1.34 | 1.67 |
+| `Dirichlet(100)` | 75.95 | 189.97 | 66.60 | 72.11 | 38.86 | 34.98 |
+| `InvWishart(4)` | 140.18 | 7.62 | 4.21 | 4.54 | 3.58 | 3.39 |
+| `InvWishart(50)` | 1510.47 | 1737.4 | 697.39 | 733.69 | 604.59 | 554.006 |
+| `Multinomial(4, t=20)` | 3.32 | 4.12 | 0.95 | 1.06 | 1.00 | 1.03 |
+| `Multinomial(4, t=1000)` | 3.51 | 192.51 | 35.99 | 39.58 | 27.84 | 35.45 |
+| `Multinomial(100, t=20)` | 69.19 | 4.80 | 2.00 | 2.20 | 2.28 | 2.09 |
+| `Multinomial(100, t=1000)` | 139.74 | 179.43 | 49.48 | 56.19 | 40.78 | 43.18 |
+| `MvNormal(4)` | 2.32 | 0.96 | 0.36 | 0.37 | 0.25 | 0.30 |
+| `MvNormal(100)` | 49.09 | 57.18 | 17.17 | 18.51 | 10.82 | 11.03 |
+| `Wishart(4)` | 71.19 | 5.28 | 2.70 | 2.93 | 2.04 | 1.94 |
+| `Wishart(50)` | 1185.26 | 1360.49 | 492.91 | 517.44 | 359.03 | 324.60 |
+
+
+### Intel(R) Xeon(R) CPU E5-1650 v2 @ 3.50GHz (macOS 10.15, clang-1103)
+
+|  | C++ std (or Eigen) | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) |
+|---|---:|---:|---:|---:|---:|
+| `balanced`* | 6.5 | 7.3 | 1.1 | 1.4 | 1.1 |
+| `balanced`(double)* | 6.6 | 7.5 | 2.6 | 3.3 | 2.4 |
+| `binomial(20, 0.5)` | 38.8 | 164.9 | 27.7 | 29.3 | 24.9 |
+| `binomial(50, 0.01)` | 21.9 | 27.6 | 6.6 | 7.0 | 6.3 |
+| `binomial(100, 0.75)` | 52.2 | 421.9 | 93.6 | 94.8 | 89.1 |
+| `cauchy` | 36.0 | 30.4 | 5.6 | 5.8 | 4.0 |
+| `chiSquared` | 84.4 | 152.2 | 44.1 | 48.7 | 26.2 |
+| `discrete`(int32) | - | 12.4 | 2.1 | 2.6 | 2.2 |
+| `discrete`(fp32) | - | 23.2 | 3.4 | 3.7 | 3.4 |
+| `discrete`(fp64) | 48.6 | 22.9 | 4.2 | 5.0 | 4.6 |
+| `exponential` | 22.0 | 18.0 | 4.1 | 4.9 | 3.2 |
+| `extremeValue` | 36.2 | 32.0 | 8.7 | 9.5 | 5.1 |
+| `fisherF(1, 1)` | 158.2 | 73.1 | 32.3 | 32.1 | 18.1 |
+| `fisherF(5, 5)` | 177.3 | 310.1 | 127.0 | 121.8 | 74.3 |
+| `gamma(0.2, 1)` | 69.8 | 80.4 | 28.5 | 33.8 | 19.2 |
+| `gamma(5, 3)` | 83.9 | 53.3 | 10.6 | 12.4 | 8.6 |
+| `gamma(10.5, 1)` | 83.2 | 150.4 | 43.3 | 48.4 | 26.2 |
+| `geometric` | 39.6 | 19.0 | 4.3 | 4.4 | 4.1 |
+| `lognormal` | 43.8 | 40.7 | 9.0 | 10.8 | 5.7 |
+| `negativeBinomial(10, 0.5)` | 217.4 | 274.8 | 71.6 | 73.7 | 68.2 |
+| `negativeBinomial(20, 0.25)` | 192.9 | 464.9 | 112.0 | 111.5 | 105.7 |
+| `normal(0, 1)` | 32.6 | 28.6 | 5.5 | 6.5 | 3.8 |
+| `normal(2, 3)` | 32.9 | 30.5 | 5.7 | 6.7 | 3.9 |
+| `poisson(1)` | 37.9 | 31.0 | 7.5 | 7.8 | 7.1 |
+| `poisson(16)` | 92.4 | 243.3 | 55.6 | 57.7 | 53.7 |
+| `randBits` | 6.5 | 6.5 | 1.1 | 1.3 | 1.1 |
+| `studentT(1)` | 115.0 | 54.1 | 15.5 | 15.7 | 8.3 |
+| `studentT(20)` | 121.2 | 53.8 | 15.8 | 16.0 | 8.2 |
+| `uniformInt(0~63)` | 20.2 | 9.8 | 1.8 | 1.8 | 1.6 |
+| `uniformInt(0~100k)` | 25.7 | 16.1 | 8.1 | 8.5 | 7.2 |
+| `uniformReal` | 12.7 | 7.0 | 1.0 | 1.2 | 1.1 |
+| `weibull` | 23.1 | 19.2 | 11.6 | 13.6 | 7.6 |
+
+* Since there is no equivalent class to `balanced` in C++11 std, we used Eigen::DenseBase::Random instead.
+
+|  | C++ std | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) |
+|---|---:|---:|---:|---:|---:|
+| Mersenne Twister(int32) | 6.2 | 6.4 | 1.7 | 2.0 | 1.8 |
+| Mersenne Twister(int64) | 6.4 | 6.3 | 2.5 | 3.1 | 2.4 |
+
+
+|  | Python 3.6 + scipy 1.5.2 + numpy 1.19.2 | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (SSSE3) | EigenRand (AVX) |
+|---|---:|---:|---:|---:|---:|
+| `Dirichlet(4)` | 3.54 | 3.29 | 1.25 | 1.25 | 0.83 |
+| `Dirichlet(100)` | 57.63 | 145.32 | 49.71 | 49.50 | 29.13 |
+| `InvWishart(4)` | 210.92 | 7.53 | 3.72 | 3.66 | 3.10 |
+| `InvWishart(50)` | 1980.73 | 1446.40 | 560.40 | 559.73 | 457.07 |
+| `Multinomial(4, t=20)` | 2.60 | 5.22 | 1.48 | 1.50 | 1.42 |
+| `Multinomial(4, t=1000)` | 3.90 | 208.75 | 29.19 | 29.50 | 27.70 |
+| `Multinomial(100, t=20)` | 47.71 | 7.09 | 3.71 | 3.63 | 3.60 |
+| `Multinomial(100, t=1000)` | 128.69 | 215.19 | 44.48 | 44.63 | 43.76 |
+| `MvNormal(4)` | 2.04 | 1.05 | 0.35 | 0.34 | 0.19 |
+| `MvNormal(100)` | 48.69 | 47.10 | 16.25 | 16.12 | 11.41 |
+| `Wishart(4)` | 81.11 | 13.24 | 9.87 | 9.81 | 5.90 |
+| `Wishart(50)` | 1419.02 | 1087.40 | 448.06 | 442.97 | 328.20 |
+
+
+### Intel(R) Xeon(R) Platinum 8171M CPU @ 2.60GHz (Windows Server 2019, MSVC2019)
+
+|  | C++ std (or Eigen) | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|---:|
+| `balanced`* | 20.7 | 7.2 | 3.3 | 4.0 | 2.2 |
+| `balanced`(double)* | 21.9 | 8.8 | 6.7 | 4.3 | 4.3 |
+| `binomial(20, 0.5)` | 718.3 | 141.0 | 38.1 | 30.2 | 32.7 |
+| `binomial(50, 0.01)` | 61.5 | 21.4 | 7.5 | 6.5 | 8.0 |
+| `binomial(100, 0.75)` | 495.9 | 1042.5 | 100.6 | 95.2 | 93.0 |
+| `cauchy` | 71.6 | 30.0 | 6.8 | 6.4 | 3.0 |
+| `chiSquared` | 243.0 | 147.3 | 63.5 | 34.1 | 24.0 |
+| `discrete`(int32) | - | 12.4 | 3.5 | 2.7 | 2.2 |
+| `discrete`(fp32) | - | 19.2 | 5.1 | 3.6 | 3.7 |
+| `discrete`(fp64) | 83.9 | 19.0 | 6.7 | 7.4 | 4.6 |
+| `exponential` | 58.7 | 16.0 | 6.8 | 6.4 | 3.0 |
+| `extremeValue` | 64.6 | 27.7 | 13.5 | 9.8 | 5.5 |
+| `fisherF(1, 1)` | 178.7 | 75.2 | 35.3 | 28.4 | 17.5 |
+| `fisherF(5, 5)` | 491.0 | 298.4 | 125.8 | 87.4 | 60.5 |
+| `gamma(0.2, 1)` | 211.7 | 69.3 | 43.7 | 24.7 | 18.7 |
+| `gamma(5, 3)` | 272.5 | 42.3 | 17.6 | 17.2 | 8.5 |
+| `gamma(10.5, 1)` | 237.8 | 146.2 | 63.7 | 33.8 | 23.5 |
+| `geometric` | 49.3 | 17.0 | 7.0 | 5.8 | 5.4 |
+| `lognormal` | 169.8 | 37.6 | 12.7 | 7.2 | 5.0 |
+| `negativeBinomial(10, 0.5)` | 752.7 | 462.3 | 87.0 | 83.0 | 81.6 |
+| `negativeBinomial(20, 0.25)` | 611.4 | 855.3 | 123.7 | 125.3 | 116.6 |
+| `normal(0, 1)` | 78.4 | 21.1 | 6.9 | 4.6 | 2.9 |
+| `normal(2, 3)` | 77.2 | 22.3 | 6.8 | 4.8 | 3.1 |
+| `poisson(1)` | 77.4 | 28.9 | 10.0 | 8.1 | 10.1 |
+| `poisson(16)` | 312.9 | 485.5 | 63.6 | 61.5 | 60.5 |
+| `randBits` | 6.0 | 6.2 | 3.1 | 2.7 | 2.7 |
+| `studentT(1)` | 175.8 | 53.9 | 17.3 | 12.5 | 7.7 |
+| `studentT(20)` | 173.2 | 55.5 | 17.9 | 12.7 | 7.6 |
+| `uniformInt(0~63)` | 39.1 | 5.2 | 2.0 | 1.4 | 1.6 |
+| `uniformInt(0~100k)` | 38.5 | 12.3 | 7.6 | 6.0 | 7.7 |
+| `uniformReal` | 53.4 | 5.7 | 1.9 | 2.3 | 1.0 |
+| `weibull` | 75.1 | 44.3 | 18.5 | 14.3 | 7.9 |
+
+* Since there is no equivalent class to `balanced` in C++11 std, we used Eigen::DenseBase::Random instead.
+
+|  | C++ std | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|---:|
+| Mersenne Twister(int32) | 6.5 | 6.4 | 5.6 | 5.1 | 4.5 |
+| Mersenne Twister(int64) | 6.6 | 6.5 | 6.9 | 5.9 | 5.1 |
+
+
+|  | Python 3.6 + scipy 1.5.2 + numpy 1.19.2 | EigenRand (No Vect.) | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|---:|
+| `Dirichlet(4)` | 4.27 | 3.20 | 2.31 | 1.43 | 1.25 |
+| `Dirichlet(100)` | 69.61 | 150.33 | 67.01 | 47.34 | 32.47 |
+| `InvWishart(4)` | 482.87 | 14.52 | 8.88 | 13.17 | 11.28 |
+| `InvWishart(50)` | 2222.72 | 2211.66 | 902.34 | 775.36 | 610.60 |
+| `Multinomial(4, t=20)` | 2.99 | 5.41 | 1.99 | 1.92 | 1.78 |
+| `Multinomial(4, t=1000)` | 4.23 | 235.84 | 49.73 | 42.41 | 40.76 |
+| `Multinomial(100, t=20)` | 58.20 | 9.12 | 5.84 | 6.02 | 5.98 |
+| `Multinomial(100, t=1000)` | 130.54 | 234.40 | 72.99 | 66.36 | 55.28 |
+| `MvNormal(4)` | 2.25 | 1.89 | 0.35 | 0.32 | 0.25 |
+| `MvNormal(100)` | 57.71 | 68.80 | 24.40 | 18.28 | 13.05 |
+| `Wishart(4)` | 70.18 | 16.25 | 4.49 | 3.97 | 3.07 |
+| `Wishart(50)` | 1471.29 | 1641.73 | 628.58 | 485.68 | 349.81 |
+
+
+### AMD Ryzen 7 3700x CPU @ 3.60GHz (Windows 10, MSVC2017)
+
+|  | C++ std (or Eigen) | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|
+| `balanced`* | 20.8 | 1.9 | 2.0 | 1.4 |
+| `balanced`(double)* | 21.7 | 4.1 | 2.7 | 3.0 |
+| `binomial(20, 0.5)` | 416.0 | 27.7 | 28.9 | 29.1 |
+| `binomial(50, 0.01)` | 37.8 | 6.3 | 6.0 | 6.6 |
+| `binomial(100, 0.75)` | 309.1 | 72.4 | 66.0 | 67.0 |
+| `cauchy` | 42.2 | 4.8 | 5.1 | 2.7 |
+| `chiSquared` | 153.8 | 33.5 | 21.2 | 17.0 |
+| `discrete`(int32) | - | 2.4 | 2.3 | 2.5 |
+| `discrete`(fp32) | - | 2.6 | 2.3 | 3.5 |
+| `discrete`(fp64) | 55.8 | 5.1 | 4.7 | 4.3 |
+| `exponential` | 33.4 | 6.4 | 2.8 | 2.2 |
+| `extremeValue` | 39.4 | 7.8 | 4.6 | 4.0 |
+| `fisherF(1, 1)` | 103.9 | 25.3 | 14.9 | 11.7 |
+| `fisherF(5, 5)` | 295.7 | 85.5 | 58.3 | 44.8 |
+| `gamma(0.2, 1)` | 128.8 | 31.9 | 18.3 | 15.8 |
+| `gamma(5, 3)` | 156.1 | 9.7 | 8.0 | 5.0 |
+| `gamma(10.5, 1)` | 148.5 | 33.1 | 21.1 | 17.2 |
+| `geometric` | 27.1 | 6.6 | 4.3 | 4.1 |
+| `lognormal` | 104.0 | 6.6 | 4.7 | 3.5 |
+| `negativeBinomial(10, 0.5)` | 462.1 | 60.0 | 56.4 | 58.6 |
+| `negativeBinomial(20, 0.25)` | 357.6 | 84.5 | 80.6 | 78.4 |
+| `normal(0, 1)` | 48.8 | 4.2 | 3.7 | 2.3 |
+| `normal(2, 3)` | 48.8 | 4.5 | 3.8 | 2.4 |
+| `poisson(1)` | 46.4 | 7.9 | 7.4 | 8.2 |
+| `poisson(16)` | 192.4 | 43.2 | 40.4 | 40.9 |
+| `randBits` | 4.2 | 1.7 | 1.5 | 1.8 |
+| `studentT(1)` | 107.0 | 12.3 | 6.8 | 5.7 |
+| `studentT(20)` | 107.1 | 12.3 | 6.8 | 5.8 |
+| `uniformInt(0~63)` | 31.2 | 1.1 | 1.0 | 1.2 |
+| `uniformInt(0~100k)` | 27.7 | 5.6 | 5.6 | 5.4 |
+| `uniformReal` | 30.7 | 1.1 | 1.0 | 0.6 |
+| `weibull` | 46.5 | 10.6 | 6.4 | 5.2 |
+
+* Since there is no equivalent class to `balanced` in C++11 std, we used Eigen::DenseBase::Random instead.
+
+|  | C++ std | EigenRand (SSE2) | EigenRand (AVX) | EigenRand (AVX2) |
+|---|---:|---:|---:|---:|
+| Mersenne Twister(int32) | 5.0 | 3.4 | 3.4 | 3.3 |
+| Mersenne Twister(int64) | 5.1 | 3.9 | 3.9 | 3.3 |
+
+### ARM64 NEON (Cortex-A73)
+Currently, Support for ARM64 NEON is experimental and the result may be sub-optimal.
+Also keep in mind that NEON does not support vectorization of double type. 
+So if you use double type generators, they would fallback into scalar computations.
+
+![Perf_no_vect](/doxygen/images/perf_neon_v0.3.90.png)
+
+The following charts are about multivariate distributions.
+![Perf_no_vect](/doxygen/images/perf_mv_part1_neon_v0.3.90.png)
+![Perf_no_vect](/doxygen/images/perf_mv_part2_neon_v0.3.90.png)
+
+Cases filled with orange are generators that are slower than reference functions.
+
+## Accuracy
+Since vectorized mathematical functions may have a loss of precision, I measured how well the generated random number fits its actual distribution.
+32768 samples were generated and Earth Mover's Distance between samples and its actual distribution was calculated for each distribution.
+Following table shows the average distance (and stdev.) of results performed 50 times for different seeds.
+
+|  | C++ std | EigenRand |
+|---|---:|---:|
+| `balanced`* | .0034(.0015) | .0034(.0015) |
+| `chiSquared(7)` | .0260(.0091) | .0242(.0079) |
+| `exponential(1)` | .0065(.0025) | .0072(.0022) |
+| `extremeValue(1, 1)` | .0097(.0029) | .0088(.0025) |
+| `gamma(0.2, 1)` | .0380(.0021) | .0377(.0025) |
+| `gamma(1, 1)` | .0070(.0020) | .0065(.0023) |
+| `gamma(5, 1)` | .0169(.0065) | .0170(.0051) |
+| `lognormal(0, 1)` | .0072(.0029) | .0067(.0022) |
+| `normal(0, 1)` | .0070(.0024) | .0073(.0020) |
+| `uniformReal` | .0018(.0008) | .0017(.0007) |
+| `weibull(2, 1)` | .0032(.0013) | .0031(.0010) |
+
+(* Result of `balanced` were from Eigen::Random, not C++ std)
+
+The smaller value means that the sample result fits its distribution better.
+The results of EigenRand and C++ std appear to be equivalent within the margin of error.
+
+
+## License
+MIT License
+
+## History
+
+### 0.4.0 alpha (2021-09-28)
+* Now EigenRand supports ARM & ARM64 NEON architecture experimentally. Please report issues about ARM & ARM64 NEON.
+* Now EigenRand has compatibility to `Eigen 3.4.0`.
+
+### 0.3.5 (2021-07-16)
+* Now `UniformRealGen` generates accurate double values.
+* Fixed a bug where non-vectorized double-type `NormalGen` would get stuck in an infinite loop.
+* New overloading functions `balanced` and `balancedLike` which generate values over `[a, b]` were added.
+
+### 0.3.4 (2021-04-25)
+* Now Eigen 3.3.4 - 3.3.6 versions are additionally supported.
+
+### 0.3.3 (2021-03-30)
+* A compilation failure with some RNGs in `double` type was fixed.
+* An internal function name `plgamma` conflict with one of `SpecialFunctionsPacketMath.h` was fixed.
+
+### 0.3.2 (2021-03-26)
+* A default constructor for `DiscreteGen` was added.
+
+### 0.3.1 (2020-11-15)
+* Compiling errors in the environment `EIGEN_COMP_MINGW && __GXX_ABI_VERSION < 1004` was fixed.
+
+### 0.3.0 (2020-10-17)
+* Potential cache conflict in generator was solved.
+* Generator classes were added for efficient reusability.
+* Multivariate distributions including `Multinomial`, `Dirichlet`, `MvNormal`, `Wishart`, `InvWishart` were added.
+
+### 0.2.2 (2020-08-02)
+* Now `ParallelRandomEngineAdaptor` and `MersenneTwister` use aligned array on heap.
+
+### 0.2.1 (2020-07-11)
+* A new template class `ParallelRandomEngineAdaptor` yielding the same random sequence regardless of SIMD ISA was added.
+
+### 0.2.0 (2020-07-04)
+* New distributions including `cauchy`, `studentT`, `fisherF`, `uniformInt`, `binomial`, `negativeBinomial`, `poisson` and `geometric` were added.
+* A new member function `uniform_real` for `PacketRandomEngine` was added.
+
+### 0.1.0 (2020-06-27)
+* The first version of `EigenRand`

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