Re: [Boost-users] Boost Random Numbers: Normal Distribution

Subject: Re: [Boost-users] Boost Random Numbers: Normal Distribution
From: Oswin Krause (Oswin.Krause_at_[hidden])
Date: 2015-06-11 02:06:04

Recently, it changed to Ziggurat's method.

On 2015-06-10 17:59, Hadidi, Lars wrote:
> Hello,
> 
> I tried to find out which method is used by the boost library to
> transform random numbers from a random number engine to the Gaussian
> Distribution.
> 
> There are the Box-Muller-Method, Marsaglia's Polar Method and
> Ziggurat's algorithm out there, but i could not determine which of
> those is actually used by
> 
> boost::normal_distribution<double>​
> 
> I'd like to know which method is employed here.
> 
> Thanks for reply in advance,
> 
> sincerely,
> 
> Lars
> 
> 
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