[Boost-users] [random] comments on speed?

From: Sanyi (bencziks_at_[hidden])
Date: 2006-01-22 17:11:22

Sorry if double posted...

Can anyone who have tried Boost's `random' library have any thoughts on its
speed? I looked into its binomial variate function and apparently it actualy
flips a (biased) coin countless times to generate it. I am not an expert in
this, but this seems awfully slow for high n's. (Not to mention that I could
have done it myself.) AFAIK there are fast and good 
algorithms/approximations
for generating some non-uniform variates. Are any of these at least planned 
to
be included?

<OT> I've found some papers on fast binomial generators, but that takes some
serious time and effort to translate into working code. As I don't want to
reinvent the wheel, if you know of any publicly available libraries for it, 
let
me know. </OT>

Thanks,
Sanyi