Why not boost random numbers?

Posted by Dimathematician on
URL: http://quantlib.414.s1.nabble.com/Why-not-boost-random-numbers-tp12868.html

Hi all,


Boost has a random number library too and I was wondering, why this has never
been considered and why own classes have been set up which were not based
on the boost library. I did some simple tests regarding speed: 30.000.000 RN
generations via boost and quantlib. Both with Mersenne Twister and Box-Mueller.

Boost:        32 seconds
QuantLib:   53 seconds

Might be because I'm calling the numbers with .next().value?



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