AMDG On 2/11/2011 7:16 AM, Stephan Kitchovitch wrote:
The binomial_distribution implementation in the current release is very slow for large n. I've written a replacement that should be reasonably fast. It will be released in 1.47.
Do you know for roughly what range of n the binomial_distribution provided becomes very slow?
It's O(n).
It would be useful to know whether computing for, say, n approx. 10 or 100 would be efficient.
10 is probably not too bad. The algorithm used is bernoulli_distribution<> bernoulli(p); int result = 0; for(int i = 0; i < n; ++i) if(bernoulli(eng)) ++result;
I need to generate from a multinomial for a stochastic simulation. n is unlikely to be very large, however this generation (as well as some based on the gamma distribution) will need to be done at every time step and thousands of simulations would need to be executed. For this reason I would like to make this generation step as efficient as possible.
I'd suggest: a) Write a function that generates multinomial variates, using the current binomial_distribution. b) If that turns out to be too slow, try the new implementation. It should be a drop-in replacement. c) If it's still too slow, worry about it then.
Will it be a while before version 1.47 is released?
~ 3 months. 1.46 is in beta, and we have quarterly releases. In Christ, Steven Watanabe