Re: [Help-gsl] better generator for gaussian random numbers

[Brian Gough]

Jochen Voss writes:
 > 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. 
 > 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?

Thanks for your email.  Yes, I am interested in adding the Ziggurat
method.  First step would be for you to make a webpage for your .c
file so that people can try it out--I'll make a link to it from the
main GSL page.  Also some way of stress testing it or example of
how it was tested would be useful.

-- 
Brian Gough

Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/