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