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

[Maxime Boissonneault]

Jochen Voss wrote:

> Hi Brian,
>
> On Thu, Jul 07, 2005 at 03:49:29PM +0100, Brian Gough wrote:
>  
>
> > 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.
> >    
> Great!  I put something up on http://seehuhn.de/comp/ziggurat/ .
> Is the page ok in this form?  Should I add something?
>
>  
>
> > Also some way of stress testing it or example of how it was tested
> > would be useful.
> >    
> On my web page I have now a speed comparison, comparing my implementation
> with the methods currently in gsl.  I also provide a program which you
> can use to perform several statistical tests on my implementation.
> Please let me know what you think.
>
> All the best,
> Jochen
>  
>
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>  
Hello,
I am currently making a computer simulation program that implies 
billions of N(0,s) distributed random numbers and I'm using the 
Box-Müller method of GSL. I would be greatly interrested in testing this 
new algorithm in my program since I would probably gain ~10% speed just 
with that.

I'm looking forward to use it quickly,

Thank you

--
Maxime Boissonneault
address@hidden
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