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:


<excerpt><fontfamily><param>Arial</param><smaller>Hello all,</smaller></fontfamily>


<fontfamily><param>Arial</param><smaller> </smaller></fontfamily>


<fontfamily><param>Arial</param><smaller>We've noticed that
normal_distribution using polar method, rather then Box-Muller.</smaller></fontfamily>


<fontfamily><param>Arial</param><smaller>Is there a particular reason
for not using Box-Muller?</smaller></fontfamily>


<fontfamily><param>Arial</param><smaller>Looks to me like a quite an
easy way to improve performance. The method with source code is
described in Numerical Recipes.</smaller></fontfamily>


<fontfamily><param>Arial</param><smaller>Changing current code to
Box-Muller is just a few line code change.</smaller></fontfamily>


<fontfamily><param>Arial</param><smaller>It improved performance of
one of my apps by 20%, so the normal_distribution performance was even
bigger.</smaller></fontfamily>


<fontfamily><param>Arial</param><smaller> </smaller></fontfamily>


<fontfamily><param>Arial</param><smaller>__________</smaller></fontfamily>


<fontfamily><param>Arial</param><smaller>Kirill Lapshin</smaller></fontfamily>


<fontfamily><param>Arial</param><smaller>410-230-1123</smaller></fontfamily>


<fontfamily><param>Times New Roman</param> </fontfamily>


</excerpt>