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[Help-gsl] Gaussian Ziggurat changes

From: Richard Gould
Subject: [Help-gsl] Gaussian Ziggurat changes
Date: Wed, 12 Apr 2006 18:29:36 +0800


I'm using GSL for an application where it's fairly important to be able to 
produce consistent sets of random numbers on subsequent runs. I've been using 
Jochen Voss's add-on to generate gaussian distributed numbers with the Ziggurat 
algorithm. I'm currently in the process of upgrading to gsl-1.8, in which I'm 
happy to see the Ziggurat routine has now been incorporated. However I notice 
that the included version has been altered slightly so that it produces a 
different stream of numbers from the add-in version when run with the same RNG 
algorithm and the same starting seed.

Furthermore, it seems to me that the version in gsl-1.8 will be slower than the 
add-in version for RNG algorithms that can return a max value of 2^32-1, like 
the mt19937 algorithm which I'm using, since it will make two calls to the RNG 
rather than a single call in the add-in.

If possible I'd like to get an explanation for these changes since unless 
they're fixing an error in the original implementation I'd rather not introduce 
changes into my application.

Kind regards
Richard Gould

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