[SciPy-dev] Box-Muller considered slow.

Charles R Harris charlesr.harris at gmail.com
Thu Dec 8 15:29:03 CST 2005


I have done some benchmarking of the ziggurat algorithm vs the Box-Muller
algorithm in boost/random for computing gaussian random variables. The
ziggurat method was 6x faster. As scipy at this time uses the Box-Muller
method, I would like to propose a switch to the ziggurat method.

Chuck
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