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[Help-gsl] better generator for gaussian random numbers

From: Jochen Voss
Subject: [Help-gsl] better generator for gaussian random numbers
Date: Wed, 6 Jul 2005 18:40:25 +0100
User-agent: Mutt/1.5.9i

Dear gsl maintainers,

recently I implemented the Ziggurat method for generating Gaussian
random numbers and found that it is a lot faster (approx 3 times) than
the Box-Mueller method currently used in gsl.  The Ziggurat method is
described in

    George Marsaglia, Wai Wan Tsang
    The Ziggurat Method for Generating Random Variables
    Journal of Statistical Software, vol. 5 (2000), no. 8

I would like to see the same speed improvement the gsl library and
would be willing to donate my code.  If you want me to, I can send a
patch for gsl-1.6, which implements this. Are you interested in this?
Please let me know.

All the best,

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