NAME

gauss_rand_2 - Not Described

SYNOPSIS

#include "sample/sample_gauss.h"

Example compile flags (system dependent):
  -DLINUX_X86_64 -DLINUX_X86_64_OPTERON  -DGNU_COMPILER 
   -I/home/kobus/include
   -L/home/kobus/misc/load/linux_x86_64_opteron -L/usr/lib/x86_64-linux-gnu
  -lKJB                               -lfftw3  -lgsl -lgslcblas -ljpeg  -lSVM -lstdc++                    -lpthread -lSLATEC -lg2c    -lacml -lacml_mv -lblas -lg2c      -lncursesw 


double gauss_rand_2(void);

DESCRIPTION

Not Described

PRASAD

Polar version of the Box-Muller method with sample caching. Every run of Box-Muller algorithm generates two independent samples. In order to save computation, the second sample is cached in a static variable. It is returned on the next call to the routine, thus saving computation. More efficient and numerically more stable. Details of this method can be found at: http://en.wikipedia.org/wiki/Box-Muller_transform http://www.taygeta.com/random/gaussian.html

SEE ALSO

get_general_sv_gauss_random_matrix , get_gauss_random_matrix , get_gauss_random_matrix_2 , get_gauss_random_vector , get_gauss_random_vector_2 , get_lookup_gauss_random_vector , gauss_rand , lookup_gauss_rand , gaussian_rand , mv_std_gaussian_rand , mv_ind_gaussian_rand , mv_gaussian_rand , gaussian_pdf , mv_std_gaussian_pdf , mv_ind_gaussian_pdf , mv_gaussian_pdf , gaussian_log_pdf , mv_std_gaussian_log_pdf , mv_ind_gaussian_log_pdf , mv_gaussian_log_pdf , get_general_gauss_random_vector , get_density_gaussian , get_log_density_gaussian , log_gaussian_pdf , gaussian_rand_with_limits