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https://issues.apache.org/jira/browse/RNG-37?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Gilles updated RNG-37:
----------------------
Attachment: ziggurat.buggy.png
The attached plot contains about 190000 points: For each x-coordinate produced
by {{nextDouble()}}, there is one y-coordinate produced by
{{MarsagliaNormalizedGaussianSampler}} (purple), and one y-coordinate produced
by {{ZigguratNormalizedGaussianSampler}} (cyan).
Only those y-coordinate values that were comprised in the interval between 0.5
and 0.50000011921 were retained.
I'm missing something to explain the number of stripes. But their absence in
the case of {{MarsagliaNormalizedGaussianSampler}} shows that the current
implementation of {{ZigguratNormalizedGaussianSampler}} is buggy (not only in
the tail).
> Ziggurat algorithm
> ------------------
>
> Key: RNG-37
> URL: https://issues.apache.org/jira/browse/RNG-37
> Project: Commons RNG
> Issue Type: Wish
> Reporter: Gilles
> Priority: Minor
> Fix For: 1.1
>
> Attachments: ziggurat.buggy.png
>
>
> Fast algorithm for sampling a Gaussian distribution:
> https://en.wikipedia.org/wiki/Ziggurat_algorithm
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