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https://issues.apache.org/jira/browse/MATH-585?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Phil Steitz updated MATH-585:
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Fix Version/s: 3.0
Can we resolve this as FIXED now?
> Very slow generation of gamma random variates
> ---------------------------------------------
>
> 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
> Assignee: Mikkel Meyer Andersen
> Labels: Gamma, Random
> Fix For: 3.0
>
> Attachments: MATH585-1.patch, MATH585-4-gamma.patch,
> MATH585-MT2001-1.patch
>
> Original Estimate: 6h
> Remaining Estimate: 6h
>
> 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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