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Re: normal distribution random number generation

• To: mathgroup at smc.vnet.net
• Subject: [mg51217] Re: normal distribution random number generation
• From: koopman at sfu.ca (Ray Koopman)
• Date: Sat, 9 Oct 2004 04:18:30 -0400 (EDT)
• References: <ck0ccp$o1u$1@smc.vnet.net>
• Sender: owner-wri-mathgroup at wolfram.com

Bill Rowe <readnewsciv at earthlink.net> wrote in message 
news:<ck0ccp$o1u$1 at smc.vnet.net>...
> [...]
> you will have modified Random to use the Wolfram rule 30 cellular
> automaton and avoid the subtract with borrow algorithm. The main
> consequence of this is Random will now be considerably slower.
> [...]

If time is an issue, you might want to consider generating integers
on 0...2^n-2 instead of 0...2^n-1. It's always much faster. And if
you're willing to spend a little of the time you've saved, you can
add a half and avoid ever having to worry about getting a zero.

In[1]:= ToString[TableForm[Table[With[{m1 = 2^n - 1, m2 = 2^n - 2},
        {n, First[Timing[Do[Random[Integer,m1],{1*^6}]]]/.Second->1.,
            First[Timing[Do[Random[Integer,m2],{1*^6}]]]/.Second->1.}],
        {n,2,30}],TableSpacing->{0,2}]]

Out[1]= 2   1.96  1.42
        3   2.12  1.5
        4   2.38  1.61
        5   2.66  1.73
        6   2.91  1.86
        7   3.16  2.
        8   3.41  2.1
        9   3.68  2.19
        10  3.92  2.35
        11  4.21  2.56
        12  4.5   2.68
        13  4.79  2.82
        14  5.07  3.02
        15  5.34  3.08
        16  5.56  3.26
        17  5.84  3.38
        18  6.09  3.53
        19  6.33  3.64
        20  6.57  3.77
        21  6.84  3.87
        22  7.1   4.03
        23  7.33  4.2
        24  7.63  4.25
        25  7.89  4.37
        26  8.15  4.56
        27  8.4   4.61
        28  8.56  4.79
        29  8.95  4.95
        30  9.16  5.07

In[2]:= ran1 = With[{m = 2.^-30, m1 = 2^30 - 1},
        Compile[{},(Random[Integer,m1]*m + Random[Integer,m1])*m]];

In[3]:= ran2 = With[{m1 = 1/(2.^30 - 1.), m2 = 2^30 - 2},
        Compile[{},(Random[Integer,m2]*m1 + Random[Integer,m2])*m1]];

In[4]:= ran2h = With[{m1 = 1/(2.^30 - 1.), m2 = 2^30 - 2}, 
        Compile[{},((Random[Integer,m2]+.5)*m1+Random[Integer,m2])*m1]];

In[5]:= First/@{Timing@Do[ran1[],{1*^5}],Timing@Do[ran2[],{1*^5}],
                                         Timing@Do[ran2h[],{1*^5}]}
Out[5]= {2.03 Second, 1.05 Second, 1.08 Second}

• Follow-Ups:
  • Re: Re: normal distribution random number generation
    • From: DrBob <drbob@bigfoot.com>