10 Jun
2015
10 Jun
'15
3:59 p.m.
Hello, I tried to find out which method is used by the boost library to transform random numbers from a random number engine to the Gaussian Distribution. There are the Box-Muller-Method, Marsaglia's Polar Method and Ziggurat's algorithm out there, but i could not determine which of those is actually used by boost::normal_distribution<double>? I'd like to know which method is employed here. Thanks for reply in advance, sincerely, Lars