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