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Re: optimization and C arrays (was Re: Return pointer to array: notpos


From: Sven N. Thommesen
Subject: Re: optimization and C arrays (was Re: Return pointer to array: notpossible?)
Date: Thu, 01 Apr 1999 17:19:02 -0600

At 04:17 PM 4/1/1999 -0500, Ted Belding wrote:
>
>In my C++ programs, I use a rather expensive random number generator
>object that has a very long period (adapted from NR's ran2).  I've
>optimized my program to the point where that generator is now the single
>biggest bottleneck.  I could use some one-line random number generator
>function or macro and avoid both the C++ object overhead and the overhead
>from using ran2.  But the benefit of having a very long period is worth
>the cost, to me, and 500 runs still take only about half an hour.
>

Let me toot my own horn here: the default Swarm generator, mt19937, has an
immense period, very good statistical properties, and is fairly quick in
execution!

It's available in plain C on the web, at
<http://www.math.keio.ac.jp/~matumoto/emt.html>.

Or, check out the GNU Scientific Library (GSL) at the cygnus web site; they
also use this generator as the default.

Cheers,
Sven


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