GENERATION OF GAUSSIAN DISTRIBUTED RANDOM NUMBERS BY USING A NUMERICAL INVERSION METHOD

被引：45

作者：

TORAL, R

CHAKRABARTI, A

机构：

[1] CSIC,DEPT FIS,E-07071 PALMA DE MALLORCA,SPAIN

[2] UNIV ILLES BALEARS,E-07071 PALMA DE MALLORCA,SPAIN

[3] KANSAS STATE UNIV AGR & APPL SCI,DEPT PHYS,MANHATTAN,KS 66506

来源：

COMPUTER PHYSICS COMMUNICATIONS | 1993年 / 74卷 / 03期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1016/0010-4655(93)90016-6

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We describe a vectorizable implementation of a numerical inversion method to generate approximately Gaussian distributed random numbers. This method is, on the CRAY-YMP computer, several times faster than the standard Box-Muller-Wiener algorithm. The validity of the approximation is discussed.

引用

页码：327 / 334

页数：8

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