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.

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Kirill Lapshin

410-230-1123