Can you elaborate as to what the difference between Box-Muller and the implemented method is? As far as I understand Box-Muller it is just the implemented algorithm.
On Wednesday, February 12, 2003, at 09:30 AM, Lapshin, Kirill wrote:
Hello all,
We've noticed that normal_distribution using po
Hello all,
We've noticed that normal_distribution using polar
method, rather then Box-Muller.
Is there a particular reason for not using Box-Muller?
Looks to me like a quite an easy way to improve performance.
The method with source code is described in Numerical Recipes.
Changing cu