Re: Normal Random Generator

Posted by Luigi Ballabio on Jun 04, 2010; 9:13am
URL: http://quantlib.414.s1.nabble.com/Normal-Random-Generator-tp8012p8019.html

On Thu, 2010-06-03 at 19:11 +0000, Seb Venus wrote:
> Note that the algorithm in boxmullergaussianrng.hpp is not an
> implementation of Box-Muller; it is actually the Marsaglia Polar
> method.
> The Polar is also a rejection-based sampling method.

True. We should add to the docs a warning to that effect.

Luigi


--

There are two ways of constructing a software design. One way is to
make it so simple that there are obviously no deficiencies. And the
other way is to make it so complicated that there are no obvious
deficiencies.
-- C. A. R. Hoare



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