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Re: [Help-gsl] better generator for gaussian random numbers
From: |
Jochen Voss |
Subject: |
Re: [Help-gsl] better generator for gaussian random numbers |
Date: |
Fri, 8 Jul 2005 15:49:29 +0100 |
User-agent: |
Mutt/1.5.9i |
Hello Maxime,
On Fri, Jul 08, 2005 at 09:30:07AM -0400, Maxime Boissonneault wrote:
> I am currently making a computer simulation program that implies
> billions of N(0,s) distributed random numbers and I'm using the
> Box-Müller method of GSL. I would be greatly interrested in testing this
> new algorithm in my program since I would probably gain ~10% speed just
> with that.
You can find my code on the web page http://seehuhn.de/comp/ziggurat/ .
The function gsl_ran_gaussian_ziggurat there can be used as a replacement
for GSL's gsl_ran_gaussian. I would be very happy if you could give it a
try. Please let me know how it goes.
All the best,
Jochen
--
http://seehuhn.de/
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