Dear gsl maintainers, 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. The Ziggurat method is described in
George Marsaglia, Wai Wan Tsang
The Ziggurat Method for Generating Random Variables
Journal of Statistical Software, vol. 5 (2000), no. 8
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?
Please let me know.
All the best,
Jochen
--
http://seehuhn.de/
signature.asc
Description: Digital signature
_______________________________________________ Help-gsl mailing list Help-gsl@gnu.org http://lists.gnu.org/mailman/listinfo/help-gsl
