On Wed, Feb 11, 2009 at 6:03 PM, Eric Blossom <e...@comsec.com> wrote:
> Are you really trying to use the Gaussian PRNG? If so you'll have to > fix it. If you look at the code for it, you'll see that it samples a > distribution until it gets something it likes. A classical reference for fast generation of random numbers under various distributions is Lorrain, D. 1980. *"A Panoply of Stochastic 'Cannons'."* Computer Music Journal 4(1) The common shortcut to Gaussian random sequences is to sum some number of uniform variates, usually 12, for each Gaussian output. Frank -- When small birds sighed, she would sigh back at them. -- Theodore Roethke
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