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)
Generation of physical random numbers by means of photon counting
β Scribed by Chie Suematsu; Naoto Namekata; Ippei Shimada; Shuichiro Inoue
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 531 KB
- Volume
- 90
- Category
- Article
- ISSN
- 1042-0967
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