[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

More information about the SciPy-user mailing list