Re: [Boost-users] [boost] [random] A much faster Poisson variate generation
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I'm not an expert in the field. IMO, all advances in theory and/or techniques are welcome and appreciated. B/Rgds Max ----- Original Message ----- From: Ross Levine To: boost@lists.boost.org Subject: [boost] [random] A much faster Poisson variate generation Date: 2008-12-31 03:42:23 Hello, I have modified the poisson_distribution class to use an updated version of Ahrens and Dieter's PD algorithm for generating Poisson variates, as described in "Computer Generation of Poisson Deviates from Modified Normal Distributions." Is this allowed in Boost, and is there interest? The current algorithm is O(mean), while PD is bounded time. In addition, the current implementation fails for mean >> 750. PD does, however, use a lookup table and thus has a non-trivial constructor and needs 36 * sizeof(RealType) + 1 * sizeof(IntType) bytes per poisson_distribution object. Please let me know if this is desired. Ross ------------------------------------------------------------------- 新浪空间——与朋友开心分享网络新生活!(http://space.sina.com.cn/ )
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Max