[Numpy-discussion] additions to random: innovative names vs. algorithm specification
Sturla Molden
sturla@molden...
Thu Jul 29 19:26:24 CDT 2010
> On Thu, Jul 29, 2010 at 16:03, Alan G Isaac <alan.isaac@gmail.com>
> New sampling algorithms aren't invented *all* that often.
No, but it seems George Marsaglia posted a new prng called KISS4691 to
sci.math last saturday :)
KISS4691 has an immense period (larger than 10**45000), and Marsaglia
claims it can produce 138 million pseudorandom ints per second. That puts
it far ahead of MT19937both in terms of period and speed.
http://groups.google.com/group/sci.math/msg/dc9ad178113a30fd
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