People my be interested to see
http://www.cse.cuhk.edu.hk/~phwl/mt/pub ... cmcs07.pdf
- a comparison of various Gaussian random number generators.
I've tried the Ziggurat algorithm - which seems to be about best - using the code at
http://www.netlib.org/random/ziggurat.f90
It's about 3-4 times faster than the Box-Muller rejection method (used previously my me and, I think, Healpix). For example adding uncorrelated noise to an nside=2048 polarized map goes from ~10 seconds to ~3 seconds on one processor when switching to the Ziggurat method.
One potential worry is that the period of the above code is only 2^32. Anyone know (or fancy writing) a 64-bit implementation?
Gaussian random number generators
-
- Posts: 1941
- Joined: September 23 2004
- Affiliation: University of Sussex
- Contact:
-
- Posts: 2
- Joined: September 25 2004
- Affiliation: Dipartimento di Fisica -- Universita' di Roma "Tor Vergata"
Gaussian random number generators
Hi
It is enough to replace the simple internal random number generator: I did that some time ago, using this generator: http://www.fortran.com/kiss.f90 .
My code is on a faulty disk, If you need it I can send it to you as soon as I recover those data.
cheers
Gianc.
It is enough to replace the simple internal random number generator: I did that some time ago, using this generator: http://www.fortran.com/kiss.f90 .
My code is on a faulty disk, If you need it I can send it to you as soon as I recover those data.
cheers
Gianc.