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

From: Maxime Boissonneault
Subject: Re: [Help-gsl] better generator for gaussian random numbers
Date: Fri, 08 Jul 2005 09:30:07 -0400
User-agent: Mozilla Thunderbird 0.8 (X11/20040923)

Jochen Voss wrote:

Hi Brian,

On Thu, Jul 07, 2005 at 03:49:29PM +0100, Brian Gough wrote:
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.
Great!  I put something up on .
Is the page ok in this form?  Should I add something?

Also some way of stress testing it or example of how it was tested
would be useful.
On my web page I have now a speed comparison, comparing my implementation
with the methods currently in gsl.  I also provide a program which you
can use to perform several statistical tests on my implementation.
Please let me know what you think.

All the best,

Help-gsl mailing list
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.

I'm looking forward to use it quickly,

Thank you

Maxime Boissonneault
Le génie consiste à voir ce que tout le monde a vu
et à penser ce que personne n'a pensé. (Albert Einstein)

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