Alex Herbert created RNG-153:
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Summary: Update the UnitBallSampler method to use an exponential
deviate
Key: RNG-153
URL: https://issues.apache.org/jira/browse/RNG-153
Project: Commons RNG
Issue Type: Improvement
Components: sampling
Affects Versions: 1.4
Reporter: Alex Herbert
Fix For: 1.4
Currently the UnitBallSampler uses n+2 normalised Gaussian deviates for
sampling in n dimensions. An alternative algorithm is to use n normalised
Gaussian deviates and one exponential deviate, see [BallPointPicking
(wolfram)|https://mathworld.wolfram.com/BallPointPicking.html].
The new ziggurat exponential sampler is as fast as the ziggurat Gaussian
sampler. Changing the algorithm should result in faster sampling.
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