[Boost-users] Normal distribution

Subject: [Boost-users] Normal distribution
From: Laurent GIORELLO (lsgiorello_at_[hidden])
Date: 2008-12-13 17:47:22

Hi all,
 
I've read the implementation for the normal distribution and I've seen people wanted Box-Muller algorithm. Instead, I suggest Marsaglia method.
Instead of using cos and sin, we use a square soot. The advantage is that we already use the square root for the log. Then it's really faster.
Anybody for this ?
 
Laurent