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Re: random variate from power exponential distribution:performances
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: Giulio Bottazzi <giulio dot bottazzi at libero dot it>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Fri, 1 Oct 2004 17:51:54 +0100
- Subject: Re: random variate from power exponential distribution:performances
- References: <20040926144946.2e6fd425.giulio.bottazzi@libero.it><20040927160008.GI22210@austin.ibm.com><20040927182502.402ceda9.giulio.bottazzi@libero.it><20040927165234.GK22210@austin.ibm.com><20040927202044.22929898.giulio.bottazzi@libero.it><16730.58010.538409.26222@network-theory.co.uk><20040930100652.23464fbc.giulio.bottazzi@libero.it>
Giulio Bottazzi writes:
> prompted by the previous message by Brian I started to look closer to
> the code for the rejection method in gsl_ran_exppow. I confronted
> the code with the original paper by Tadikamalla, and I noticed
> some differences between the two. Then, I rewrote the code following
> step-by-step the suggestion by Tadikamalla (ref. in my previous posts)
> and I obtained a DRAMATIC improvement in performance!
Good.
--
Brian Gough