From: Lapshin, Kirill (Kirill.Lapshin_at_[hidden])
Date: 2003-02-12 11:30:15
We've noticed that normal_distribution using polar method, rather then
Is there a particular reason for not using Box-Muller?
Looks to me like a quite an easy way to improve performance. The method with
source code is described in Numerical Recipes.
Changing current code to Box-Muller is just a few line code change.
It improved performance of one of my apps by 20%, so the normal_distribution
performance was even bigger.
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