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Re: [Help-gsl] Speed of Ziggurat Compared With Box Muller on Visual Stud
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From: |
Brian Gough |
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Subject: |
Re: [Help-gsl] Speed of Ziggurat Compared With Box Muller on Visual Studio 2005 |
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Date: |
Tue, 11 Dec 2007 08:36:50 +0000 |
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User-agent: |
Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI) |
At Wed, 5 Dec 2007 18:10:04 +0000,
Simon Manning wrote:
> Ziggurat is approximately twice as fast as Box-Muller, but according to
> http://seehuhn.de/pages/ziggurat it should be almost 4 times as fast.
The implementation is slightly different in the released version, to
make it work with different generators. This is why it is a bit
slower. The 4x speedup comes from hardcoding a specific 32 bit
generator into the routine.
--
Brian Gough