NAME

lookup_gauss_rand - I wrote this version before I was aware that there was closed form solution.

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 lookup_gauss_rand(void);

DESCRIPTION

Keep this for now, mainly for debugging. It is approximately twice as fast as gauss_rand(), but at the expense of quality of the random numbers. It could be useful where extreme speed is necessary, or as a template for sampling a distribution where there is no closed form.

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 , gauss_rand_2 , 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