On Wed, 3 Aug 2011 14:46:05 +1000, Bogdan Opanchuk <[email protected]> wrote: > Hello Andreas, > > Currently CURAND wrapper cannot fill_normal() or fill_uniform() the > array of complex64 or complex128. I can add this functionality, but > first I'd like to clarify some details: > > 1. Should I add this to XORWOW RNG only? In CURAND "*2" functions were > not implemented for Sobol intentionally, but we can fill complex > number by two successive calls to curand_normal() with note that it is > done at user's own risk. > 2. Should I scale randoms if they are written to complex array? As far > as I understand, normally distributed complex numbers are expected to > have (a * a.conj()).std() == 1, not 2 as will happen if we just fill > the array with curand_normal2() return values. > 3. As a partial alternative to 2., should I add custom shift/scaling to > randoms?
I don't have strong opinions on any of these, except that I think custom shift/scaling would likely be useful, and that if there's an established convention for normally distributed complex random numbers, we should likely stick to it. Send me what you think is best, I'll review it and merge it. If anyone on the list has input, please speak up. Andreas
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