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[Help-gsl] Discrete PRNG


From: Rodney Sparapani
Subject: [Help-gsl] Discrete PRNG
Date: Mon, 10 Jan 2011 14:15:11 -0600
User-agent: Mozilla/5.0 (X11; U; SunOS i86pc; en-US; rv:1.9.2.13) Gecko/20101209 Thunderbird/3.1.7

Hi:

In the General Discrete Distributions section (19.28), I see this blurb:
... the idea is to
preprocess the probability list, and save the result in some form of
lookup table; then the individual calls for a random discrete event can
go rapidly.  An approach invented by G. Marsaglia (Generating discrete
random numbers in a computer, Comm ACM 6, 37-38 (1963)) is very clever,
and readers interested in examples of good algorithm design are
directed to this short and well-written paper.  Unfortunately, for
large K, Marsaglia's lookup table can be quite large.

I have relatively small Ks: 3, 6 and 10. And, I'd like to try Marsaglia's method to see if I can speed up my application. I have the paper (and I could FAX it if you promise to use it fairly ;o) However,
I must be missing the trick to program this.  Has anyone tried it?
I'd be willing to work on contributing this to GSL.

Thanks,

Rodney




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