[boost] random: request for Box-Muller implementation of normal_d istribution

From: Lapshin, Kirill (Kirill.Lapshin_at_[hidden])
Date: 2003-02-12 11:30:15

Hello all,

 

We've noticed that normal_distribution using polar method, rather then
Box-Muller.

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.

 

__________

Kirill Lapshin

410-230-1123