Very slow generation of gamma random variates
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Key: MATH-585
URL: https://issues.apache.org/jira/browse/MATH-585
Project: Commons Math
Issue Type: Improvement
Affects Versions: 2.2, 3.0
Environment: All
Reporter: Darren Wilkinson
The current implementation of gamma random variate generation works, but uses
an inversion method. This is well-known to be a bad idea. Usually a carefully
constructed rejection procedure is used. To give an idea of the magnitude of
the problem, the Gamma variate generation in Parallel COLT is roughly 50 times
faster than in Commons Math.
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