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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: RNG-37.patch
ziggurat.patch.png
Attached patch to code currently in "master" (review welcome), and figure
produced by the application described previously.
> 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: RNG-37.patch, ziggurat.buggy.png, ziggurat.patch.png
>
>
> Fast algorithm for sampling a Gaussian distribution:
> https://en.wikipedia.org/wiki/Ziggurat_algorithm
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