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[Bug-gsl] gsl_ran_gaussian_ziggurat
From: |
allege54 |
Subject: |
[Bug-gsl] gsl_ran_gaussian_ziggurat |
Date: |
Sat, 3 Mar 2012 09:55:28 +0100 (CET) |
Hello,
Using gsl_ran_gaussian_ziggurat, I sometimes got 0.00000 which is normally that
something is not really expected (well, rigorously speaking, it may happens).
However, having a look at the code and performed some checks, it appears to me
that
in the first lines
while (1)
{
if (range >= 0xFFFFFFFF)
{
unsigned long int k = gsl_rng_get(r) - offset;
i = (k & 0xFF);
j = (k >> 8) & 0xFFFFFF;
}
else [...]
we get a value of j=0 when k<256. With mt19937, this may happens with
probability 6e-8
against 1e-8 for any other value. Hence, this is then not negligeable.
I do not know what I should do with this.
Thank you
Yours sincerely
Antoine Lejay
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