Richard Gould writes: > I'm using GSL for an application where it's fairly important to be > able to produce consistent sets of random numbers on subsequent > runs. I've been using Jochen Voss's add-on to generate gaussian > distributed numbers with the Ziggurat algorithm. I'm currently in > the process of upgrading to gsl-1.8, in which I'm happy to see the > Ziggurat routine has now been incorporated. However I notice that > the included version has been altered slightly so that it produces > a different stream of numbers from the add-in version when run with > the same RNG algorithm and the same starting seed. > > Furthermore, it seems to me that the version in gsl-1.8 will be > slower than the add-in version for RNG algorithms that can return a > max value of 2^32-1, like the mt19937 algorithm which I'm using, > since it will make two calls to the RNG rather than a single call > in the add-in.
Hello, I didn't handle 2^32 as a special case as I preferred at the time to have one code path for all generators. It's about 50% slower on mt19937, for the non 32-bit generators it doesn't make much difference. For applications where gaussians are the bottleneck I'd probably recommend a specialised routine in the application itself. -- Brian Gough (GSL Maintainer) Network Theory Ltd, Commercial support for GSL --- http://www.network-theory.com/gsl/ _______________________________________________ Help-gsl mailing list Help-gsl@gnu.org http://lists.gnu.org/mailman/listinfo/help-gsl