[SciPy-dev] Release of scipy core beta will happen next week.

Robert Kern rkern at ucsd.edu
Tue Sep 27 15:08:35 CDT 2005

Charles Harris wrote:
> Thought I should include a link to the random module documentation. 
> http://docs.python.org/lib/module-random.html
> I've also implemented the ziggurat method -- with some small improvements -- 
> for the generation of gaussian distributions if you are interested.

I think I'm sticking with Box-Mueller for gaussian variates. What it may
lack in speed it makes up for in readability of code. But I would be
interested in seeing your implementation. I might as well throw it in
and actually see if the performance outweighs the code size.

> Also,
> are the generated uniform doubles "thin" or full precision? For my own use, I
> have made the default doubles thin and on the open interval (0,1) in order to 
> get the best speed and to make taking the log and other such functions that blow
> up at 0 and 1 not require special attention.

It uses the full 53 bits of double precision on [0, 1) by default. I can
add auxiliary methods that do different things. Heck, with a little
work, I could probably make that selectable at runtime for all of the

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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