Raymond Toy <[EMAIL PROTECTED]> writes: >>>>>> "Nicolas" == Nicolas Neuss <[EMAIL PROTECTED]> writes: > > Nicolas> Maybe the bottleneck is mainly the random number generator? I > have written > Nicolas> the following routine GASDEV which is about twice as fast as > Nicolas> ONE-NORMAL-RAND on my machine (and is hopefully a reasonable > replacement to > Nicolas> it - note that I am no random number expert). > > Also, in clocc (clocc.sourceforge.net), there are implementations of 5 > different Gaussian generators (along with generators for other > distributions). Of the 5, Marsaglia's Ziggurat method is far and away > the fastest. > > Ray
Very nice! It is three times faster than mine, and should therefore be about six times faster than ONE-NORMAL-RAND. Thank you for the info (and for writing the routine:-), Nicolas.
