excessive LogNormalDistribution timing
- To: mathgroup at yoda.physics.unc.edu
- Subject: excessive LogNormalDistribution timing
- From: wiscombe at climate.gsfc.nasa.gov
- Date: Thu, 1 Oct 92 10:10:57 -0400
Dear Mathgroupers,
We need to draw random numbers from some of the continuous distributions
provided in the package Statistics`ContinuousDistributions` in Mma 2.0, but
we discovered a gross disparity in the timing for the LogNormalDistribution
which makes it almost impossible to use for real applications. Here is an
example (on a MacIIfx):
ran1=Table[Random[ExponentialDistribution[1]], {100} ]//Timing
{1. Second,...}
ran2=Table[Random[NormalDistribution[0,1]], {100} ]//Timing
{1.61667 Second,...}
ran3=Table[Random[LogNormalDistribution[0,1]], {100} ]//Timing
{110.7 Second,...}
There is a factor of 50-100 disparity. Yet LogNormalDistribution only
involves one extra Log evaluation compared to ExponentialDistribution or
NormalDistribution. What can possibly be wrong here?
-------------------------------------------
Dr. Warren J. Wiscombe
NASA Goddard, Code 913, Greenbelt, MD 20771
(301) 286-8499