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Re: [Help-gsl] better generator for gaussian random numbers

From: Brian Gough
Subject: Re: [Help-gsl] better generator for gaussian random numbers
Date: Thu, 7 Jul 2005 15:49:29 +0100

Jochen Voss writes:
 > 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. 
 > 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?

Thanks for your email.  Yes, I am interested in adding the Ziggurat
method.  First step would be for you to make a webpage for your .c
file so that people can try it out--I'll make a link to it from the
main GSL page.  Also some way of stress testing it or example of
how it was tested would be useful.

Brian Gough

Network Theory Ltd,
Publishing Free Software Manuals ---

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