Gaussian RNG?



>>>>> "Tuukka" == Tuukka Toivonen <tuukkat@ees2.oulu.fi> writes:

    Tuukka> On 4 Feb 2002, Raymond Toy wrote:
    >> Maxima has a Gaussian random number generator (look in bessel.lisp!),
    >> but it's rather odd.  It sums up 12 numbers generated from a uniform

    Tuukka> Just if someone decides to code a better generator, maybe this helps:

    Tuukka> http://www.mathworks.com/company/newsletter/clevescorner/spring01_cleve.shtml

    Tuukka> Somewhat interesting article that describes algorithms used in the
    Tuukka> Matlab RNG.

As a matter of fact, I was going to replace it with the Ziggurat
method because I already have a Lisp implemenation and on my tests it
is far faster than any other method I've implemented.

Ray