[ https://issues.apache.org/jira/browse/MATH-585?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Mikkel Meyer Andersen updated MATH-585: --------------------------------------- Attachment: MATH585-4-gamma.patch Patch proposal. I've made the rejection sampling class an inner class. Please comment. > Very slow generation of gamma random variates > --------------------------------------------- > > Key: MATH-585 > URL: https://issues.apache.org/jira/browse/MATH-585 > Project: Commons Math > Issue Type: Improvement > Affects Versions: 2.2, 3.0 > Environment: All > Reporter: Darren Wilkinson > Assignee: Mikkel Meyer Andersen > Labels: Gamma, Random > Attachments: MATH585-1.patch, MATH585-4-gamma.patch > > Original Estimate: 6h > Remaining Estimate: 6h > > The current implementation of gamma random variate generation works, but uses > an inversion method. This is well-known to be a bad idea. Usually a carefully > constructed rejection procedure is used. To give an idea of the magnitude of > the problem, the Gamma variate generation in Parallel COLT is roughly 50 > times faster than in Commons Math. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira