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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 .
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,

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