Alex Herbert created RNG-155:
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Summary: ZigguratNormalizedGaussianSampler to use a table size of
256
Key: RNG-155
URL: https://issues.apache.org/jira/browse/RNG-155
Project: Commons RNG
Issue Type: Improvement
Components: sampling
Affects Versions: 1.3
Reporter: Alex Herbert
Fix For: 1.4
The ZigguratNormalizedGaussianSampler uses a table size of 128. The source
paper provides constants for a table size of 256. This table size brings a
small performance gain as the table is used for more of the sampling and the
rejection algorithm for sampling at the edge of the ziggurat is used less.
The JMH examples module contains an implementation of the 256 size table for
performance testing (see [RNG-152]). I suggest swapping the implementations so
the 128 table size is in the examples and the 256 table size is in the main
sampling package.
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