Herman Rubin wrote:
>
> > ExpVar = -ln(UnifVar);
>
> It is not a good method in the tails, and is much too slow.
If I recall correctly, transcendental operations on a Pentium require
only a couple hundred clock cycles and can usually be optimized to take
place during other calculations; so a few million simulations per second
ought to be possible on the average domestic machine.
-Robert Dawson
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