ZigguratGaussian

Fast Gaussian distributed pseudorandom number generation in Java via the Ziggurat algorithm

GPL-3.0 License

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ZigguratGaussian - v1.0.5 Latest Release

Published by cicirello almost 2 years ago

[1.0.5] - 2022-12-01

Changed

CI/CD

Other

ZigguratGaussian - Ziggurat Gaussian, v1.0.4

Published by cicirello over 2 years ago

[1.0.4] - 2022-07-15

Other

  • First release available via JitPack. No actual changes to the library.
ZigguratGaussian - Ziggurat Gaussian, v1.0.3

Published by cicirello about 3 years ago

[1.0.3] - 2021-09-10

Other

  • Edited Zenodo metadata. Only way to deploy changes to Zenodo is through a release. No actual changes to the library.
ZigguratGaussian - Ziggurat Gaussian, v1.0.2

Published by cicirello about 4 years ago

[1.0.2] - 2020-10-19

Java implementation of the Ziggurat algorithm for generating Gaussian distributed pseudorandom numbers. The Ziggurat algorithm is significantly faster than the more commonly encountered Polar method, and has some other desirable statistical properties. The ZigguratGaussian class is a Java port of the GNU Scientific Library's C implementation (Voss, 2005) of the Ziggurat method. In porting to Java, we have made several optimizations, the details of which can be found in the source code comments, which highlights any differences between this Java implementation and the C implementation on which it is based. This package also includes an implementation of the Polar Method, included to enable comparing speed advantage of the Ziggurat algorithm.

Fixed

  • Bug in Zenodo metadata
ZigguratGaussian - Ziggurat Gaussian, v1.0.1

Published by cicirello about 4 years ago

[1.0.1] - 2020-10-19

Fixed

  • Bug in zenodo metadata.
ZigguratGaussian - Ziggurat Gaussian, v1.0.0

Published by cicirello about 4 years ago

[1.0.0] - 2020-10-19

Initial Release

Java implementation of the Ziggurat algorithm for generating Gaussian distributed pseudorandom numbers. The Ziggurat algorithm is significantly faster than the more commonly encountered Polar method, and has some other desirable statistical properties. The ZigguratGaussian class is a Java port of the GNU Scientific Library's C implementation (Voss, 2005) of the Ziggurat method. In porting to Java, we have made several optimizations, the details of which can be found in the source code comments, which highlights any differences between this Java implementation and the C implementation on which it is based. This package also includes an implementation of the Polar Method, included to enable comparing speed advantage of the Ziggurat algorithm.

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