[boost] random: request for Box-Muller implementation of normal_distribution

[Lapshin, Kirill]

Hello all,   We've noticed that normal_distribution using polar method, rather then Box-Muller. Is there a particular reason for not using Box-Muller? Looks to me like a quite an easy way to improve performance. The method with source code is described in Numerical Recipes. Changing current code to Box-Muller is just a few line code change. It improved performance of one of my apps by 20%, so the normal_distribution performance was even bigger.   __________ Kirill Lapshin 410-230-1123