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An Efficient Generation Method for Uniformly Distributed Random Numbers

✍ Scribed by B. Ya. Ryabko; E. P. Matchikina

Book ID
110392600
Publisher
SP MAIK Nauka/Interperiodica
Year
2002
Tongue
English
Weight
102 KB
Volume
38
Category
Article
ISSN
0032-9460

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Generation of Gaussian distributed rando
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✍ RaΓΊl Toral; Amitabha Chakrabarti πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 649 KB

We describe a vectorizable implementation of a numerical inversion method to generate approximately Gaussian distributed random numbers. This method is, on the CRAY-YMP computer, several times faster than the standard Box-Muller-Wiener algorithm. The validity of the approximation is discussed. (1)