[NumPy-Tickets] [NumPy] #1450: Patch with Ziggurat method for Normal distribution

[NumPy Trac]

#1450: Patch with Ziggurat method for Normal distribution
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 Reporter:  ilan                 |       Owner:  somebody
     Type:  enhancement          |      Status:  new     
 Priority:  normal               |   Milestone:          
Component:  numpy.random         |     Version:  1.4.0   
 Keywords:  normal distribution  |  
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Comment(by ilan):

 Thanks for your quick response.  Yes, the speedup depends on the
 underlying RNG, and the patch I propose is just using what is already
 there.  The method is quite simple and already a more than 2 times
 speedup.  My felling is that by using faster underlying RNGs, a lot more
 could be done, but this is really a separate issue.

 Writing the Ziggurat method more general, such that exponential (and
 possibly other) distributions can be done with the same code, might be
 possible but I don't think its worth the effort, as the code is very
 small, and also the tail distribution is different in other cases.

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Ticket URL: <http://projects.scipy.org/numpy/ticket/1450#comment:2>
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