https://github.com/beliavsky/random_normal

random normal variates in Fortran using the polar, Box-Muller, and ratio-of-uniforms methods
https://github.com/beliavsky/random_normal

box-muller nonuniform-sampling normal-distribution random random-generation rng

Last synced: 7 months ago
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random normal variates in Fortran using the polar, Box-Muller, and ratio-of-uniforms methods

• Host: GitHub
• URL: https://github.com/beliavsky/random_normal
• Owner: Beliavsky
• License: mit
• Created: 2022-06-11T14:06:29.000Z (over 3 years ago)
• Default Branch: main
• Last Pushed: 2022-06-11T14:28:20.000Z (over 3 years ago)
• Last Synced: 2025-03-25T08:25:56.673Z (10 months ago)
• Topics: box-muller, nonuniform-sampling, normal-distribution, random, random-generation, rng
• Language: Fortran
• Homepage:
• Size: 7.81 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# random_normal

random normal variates in Fortran using the polar, Box-Muller, and ratio-of-uniforms methods

on WSL2 with gfortran -O3 I get timings

```

     method          polar      ratio_uni     box_muller

   cpu_time        13.0271        15.3004        12.3667

```

and with ifort -O3

```

     method          polar      ratio_uni     box_muller

   cpu_time        16.8491        20.3027         8.6018

```