Compiling Random Numbers from a distribution

*To*: mathgroup at smc.vnet.net*Subject*: [mg84483] Compiling Random Numbers from a distribution*From*: Asim <maa48 at columbia.edu>*Date*: Fri, 28 Dec 2007 04:11:29 -0500 (EST)

Hi I am wondering why the following function works in Mathematica 6.01, (notice, x is not a local variable in the function below) v = Compile[{{mu, _Real}, {s, _Real}}, Module[ {m}, x = RandomReal[NormalDistribution[0.0, 1.0]]; m = 2 + x; Clear[x]; m ] ] In[19]:= v[0.0, 1.0] Out[19]= 2.59192 but the compilation in the following function which makes the variable x local to the function does not work v1 = Compile[{{mu, _Real}, {s, _Real}}, Module[ {m, x}, x = RandomReal[NormalDistribution[0.0, 1.0]]; m = 2 + x; m ] ] as can be seen from the output from Mathematica 6.01 on windows In[20]:= v1[0.0, 1.0] During evaluation of In[20]:= CompiledFunction::cfse: Compiled \ expression NormalDistribution[0.,1.] should be a machine-size real \ number. >> During evaluation of In[20]:= CompiledFunction::cfex: Could not \ complete external evaluation at instruction 3; proceeding with \ uncompiled evaluation. >> Out[20]= 2.78038 I would appreciate it very much if someone can explain why this happens. I would much prefer if the second function (v1) were able to compile. I need to use random numbers from the normal distribution to work in much more complicated functions, and I am not sure whether the approach in the first function (v) is really fine. Thanks Asim Ansari