At 11:56 -0800 2007/11/08, Roger Hui wrote:
> There isn't a built in function that
j uses to generate normal distributions, and writing an equivalent
to MatLab randn() would be an interesting exercise.
>From http://www.jsoftware.com/jwiki/Essays/Normal_CDF
erf =: (1 H. 1.5)@*: * 2p_0.5&* % ^@:*:
n01cdf=: -: @ >: @ erf @ %&(%:2)
Whence an approximation to randn:
ny=: n01cdf nx=: i:5j2000
randn=: nx {~ ny I. [EMAIL PROTECTED]&0
Lovely! In praise for DOJ, erf and n01cdf are given on the
H. page (although I didn't immediately think to look there :)
There are a couple of subtle differences from the ones above,
DOJ doesn't include the, apparently redundant, parens of your
erf and n01cdf differs a bit, but their results are very close
with no greater than 4.996e_16 difference in your example.
In any case, thanks for the exposition -- certainly in the
case of timing the original inner product, the generation of
the random normal distributions should be excluded from the
timing (as they were in MatLab).
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