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Re: [Help-gsl] question on quasi random number generator

From: Brian Gough
Subject: Re: [Help-gsl] question on quasi random number generator
Date: Wed, 23 May 2007 10:31:21 +0100
User-agent: Wanderlust/2.14.0 (Africa) Emacs/21.3 Mule/5.0 (SAKAKI)

At Mon, 21 May 2007 21:38:40 -0500,
jian Xu wrote:
> Is it possible to sample from, say a Gaussian distribution, while the
> underlying random number generator is an quasi random generator ( qrng
> )?  Thanks.


You can generate gaussian variates by inversion with
gsl_cdf_gaussian_Pinv(x,sigma) where 0<x<1 is random or quasi-random.

The gsl_ran methods are based on the rejection method, so they are not
suitable for use with quasi-random numbers, only random numbers.

Brian Gough
(GSL Maintainer)

Network Theory Ltd,
Publishing the GSL Manual -

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