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https://issues.apache.org/jira/browse/RNG-153?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Alex Herbert resolved RNG-153.
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Resolution: Implemented
Added in commit:
3cb2c9b718a0878a6fe7572f560f697dffeba758
> 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
> Priority: Trivial
> 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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