[SciPy-user] random number sampling performance in newcore

Robert Kern rkern at ucsd.edu
Fri Nov 11 05:23:19 CST 2005


Robert Kern wrote:

> RANLIB does use a somewhat more state-of-the-art generator for gamma
> than I do, but one that is also longer and rather more complicated. I
> happen to count those criteria at least as important as speed
> (especially as I'm the one doing the implementing, here).

Never mind. I found an even faster but incredibly small and simple
algorithm for gamma variates. scipy.random.gamma() should now be about
as fast or faster than RandomArray.gamma() depending on the parameters.

-- 
Robert Kern
rkern at ucsd.edu

"In the fields of hell where the grass grows high
 Are the graves of dreams allowed to die."
  -- Richard Harter



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