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

From: Matthias Troyer (troyer_at_[hidden])
Date: 2003-02-13 00:26:42

Can you elaborate as to what the difference between Box-Muller and the 
implemented method is? As far as I understand Box-Muller it is just the 
implemented algorithm.

On Wednesday, February 12, 2003, at 09:30 AM, Lapshin, Kirill wrote:

> 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
>
>  
>