Should we generate random number (using VSL_RNG) on the fly or prior to the loop?

Hello,

I am currently learning about how to use random functions, and am using the mkl version VSL_RNG.

I have made this simple code which compares the efficiency with generating all random numbers at once or doing so  on the fly.  The code runs in parallel where I am using VSL_BRNG_WH+rank to generate a different generator for each MPI process.

For generating nmax=1e8 numbers I get the following:

time = 0.35 seconds for generating all numbers at once (n=1 setting in the code)

time = 16 seconds for generating on the fly (n=2 setting in the code)

Is this  an expected behaviour. Is it generally expected that the speed is much faster for doing all generating numbers at once before entering a loop?

include 'mkl_vsl.f90'

program rnd_test

use MKL_VSL
use MKL_VSL_TYPE
use mpi

implicit none
   real(kind=8) t1,t2  ! buffer for random numbers
      real(kind=8) s        ! average
      real(kind=8) a, sigma ! parameters of normal distribution
      real(kind=8), allocatable :: r(:) ! buffer for random numbers

      TYPE (VSL_STREAM_STATE)::stream

      integer errcode
      integer i,j, n11, nloop, nn
      integer brng,method,seed,n, ierr, size, rank
      integer(kind=8) :: nskip, nmax
      call mpi_init(ierr)

      call MPI_COMM_SIZE(MPI_COMM_WORLD, size, ierr)
      call MPI_COMM_RANK(MPI_COMM_WORLD, rank, ierr)

      n = 1
      s = 0.0
      a = 5.0
      sigma  = 2.0

      nmax = 1e8

!-----------------------------------------------------------------------
      nn = 2 ! (1): all at once. >1: on the fly
!----------------------------------------------------------------------






      nloop = 0


      if(nn>1)then
         nloop=nmax
         nn = 1
      else
         nloop=1
         nn = nmax
      endif


      allocate(r(nn))

      method=VSL_RNG_METHOD_GAUSSIAN_ICDF
      seed=777
      brng = VSL_BRNG_WH+rank

!     ***** Initializing *****
      errcode=vslnewstream( stream, brng,  seed )

      t1 = 0.
      t2 = 0.
      t1 = mpi_wtime()

!     ***** Generating *****
      do i = 1, nloop
          errcode=vdrnggaussian( method, stream, nn, r, a, sigma )
!         s = s + sum(r)
      end do

      t2= mpi_wtime()

!      s = s / 10000.0

      print*, "time: ", t2-t1
      call mpi_barrier(MPI_COMM_WORLD,ierr)
!     ***** Deinitialize *****
      errcode=vsldeletestream( stream )




end program

best

Ali