>>>>> "Nicolas" == Nicolas Neuss <[EMAIL PROTECTED]> writes:
Nicolas> Maybe the bottleneck is mainly the random number generator? I
have written
Nicolas> the following routine GASDEV which is about twice as fast as
Nicolas> ONE-NORMAL-RAND on my machine (and is hopefully a reasonable
replacement to
Nicolas> it - note that I am no random number expert).
Also, in clocc (clocc.sourceforge.net), there are implementations of 5
different Gaussian generators (along with generators for other
distributions). Of the 5, Marsaglia's Ziggurat method is far and away
the fastest.
Ray
