Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Thanks for the enlightenment, George. I misinterpreted what was said in Numerical Recipes, where it starts by referring to the Box-Muller method, then gives your algorithm without any intermediate referral. Hence I had always thought of this method as being B-M. Hey, I learnt something new, can

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

The Box-Muller algorithm rejects roughly 22.5% of the generated points. I'm not aware of any bound on the number of consecutive rejections, other than a statistical one, hence my statement. I would welcome correction if this is not the case. Regards Ian Radford Neal [EMAIL PROTECTED] wrote

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Ian Buckner [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... The Box-Muller algorithm rejects roughly 22.5% of the generated points. I'm not aware of any bound on the number of consecutive rejections, other than a statistical one, hence my statement. I would

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Generated on custom silicon (surprise). Box-Muller does not work for real time requirements. Ian Glen Barnett [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... Ian Buckner wrote: We generate pairs of properly distributed Gaussian variables at down to 10nsec

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Box-Muller does not work for real time requirements. This isn't true, of course. A real time application is one where one must guarantee that an operation takes no more than some specified maximum time. The Box-Muller method for generating normal random variates does not involve any operations

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

In article [EMAIL PROTECTED], Radford Neal [EMAIL PROTECTED] wrote: Box-Muller does not work for real time requirements. This isn't true, of course. A real time application is one where one must guarantee that an operation takes no more than some specified maximum time. The Box-Muller method

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Ian Buckner [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... Glen Barnett [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... Ian Buckner wrote: We generate pairs of properly distributed Gaussian variables at down to 10nsec

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Herman Rubin [EMAIL PROTECTED] wrote in message a4u99j$[EMAIL PROTECTED]">news:a4u99j$[EMAIL PROTECTED]... In article [EMAIL PROTECTED], Radford Neal [EMAIL PROTECTED] wrote: Box-Muller does not work for real time requirements. This isn't true, of course. A real time application is one

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

We generate pairs of properly distributed Gaussian variables at down to 10nsec intervals, essential in the application. Speed can be an issue, particularly in real time situations. Ian Glen Barnett [EMAIL PROTECTED] wrote in message a4plof$p3s$[EMAIL PROTECTED]">news:a4plof$p3s$[EMAIL

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

At 09:50 AM 2/18/02 +, Ian Buckner wrote: We generate pairs of properly distributed Gaussian variables at down to 10nsec intervals, essential in the application. Speed can be an issue, particularly in real time situations. Ian wow ... how our perspectives have changed! back in grad school,

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Ian Buckner wrote: We generate pairs of properly distributed Gaussian variables at down to 10nsec intervals, essential in the application. Speed can be an issue, particularly in real time situations. Generated on what? (On a fast enough machine, even clunky old Box-Muller can probably give

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Alan Miller [EMAIL PROTECTED] wrote in message OC2b8.28457$[EMAIL PROTECTED]">news:OC2b8.28457$[EMAIL PROTECTED]... First - the reference to George's paper on the ziggurat, and the code: The Journal of Statistical Software (2000) at: http://www.jstatsoft.org/v05/i08 That I already have,

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Bob Wheeler [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... Marsaglia's ziggurat and MCW1019 generators are available in the R package SuppDists. The gcc compiler was used. Thanks Bob. Glen =

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

George Marsaglia [EMAIL PROTECTED] wrote in message 0l7b8.42092$[EMAIL PROTECTED]">news:0l7b8.42092$[EMAIL PROTECTED]... (3-year old) Timings, in nanoseconds, using Microsoft Visual C++ and gcc under DOS on a 400MHz PC. Comparisons are with methods by Leva and by Ahrens-Dieter, both said

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Art Kendall [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... I tend to be more concerned with the apparent randomness of the results than with the speed of the algorithm. This will be mainly a function of the randomness of the uniform generator. If we assume the

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Glen [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... Alan Miller [EMAIL PROTECTED] wrote in message news:K1Fa8.25709$[EMAIL PROTECTED]... The fastest way to generate random normals and exponentials is to use George Marsaglia's ziggurat algorithm. I've seen

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Marsaglia's ziggurat and MCW1019 generators are available in the R package SuppDists. The gcc compiler was used. George Marsaglia wrote: Glen [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... Alan Miller [EMAIL PROTECTED] wrote in message

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

I tend to be more concerned with the apparent randomness of the results than with the speed of the algorithm. As a thought experiment, what is the cumulative time difference in a run using the fastest vs the slowest algorithm? A whole minute? A second? A fractional second? Glen wrote: Alan

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Art Kendall [EMAIL PROTECTED] wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... I tend to be more concerned with the apparent randomness of the results than with the speed of the algorithm. As a thought experiment, what is the cumulative time difference in a run using the

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

George Marsaglia wrote in message 0l7b8.42092$[EMAIL PROTECTED]... .. chunk deleted The Monty Python method is not quite as fast as as the Ziggurat. Some may think that Alan Miller's somewhat vague reference to a source for the ziggurat article suggests disdain. The source is Journal of

Which is faster? ziggurat or Monty Python (or maybe something else?)

Alan Miller [EMAIL PROTECTED] wrote in message news:K1Fa8.25709$[EMAIL PROTECTED]... The fastest way to generate random normals and exponentials is to use George Marsaglia's ziggurat algorithm. I've seen both ziggurat and Monty Python approaches claimed as being about the fastest or close

Re: Which is faster? ziggurat or Monty Python (or maybe something else?)

Glen wrote in message ... Alan Miller [EMAIL PROTECTED] wrote in message news:K1Fa8.25709$[EMAIL PROTECTED]... The fastest way to generate random normals and exponentials is to use George Marsaglia's ziggurat algorithm. I've seen both ziggurat and Monty Python approaches claimed as being about