Normal distribution

[Márcio Martins via Digitalmars-d]

On Friday, 26 February 2016 at 20:15:10 UTC, Andrei Alexandrescu 
wrote:
> On 2/26/16 2:32 PM, Joseph Rushton Wakeling wrote:
>> Yup.  The basic problem of getting this stuff into phobos are 
>> the
>> architectural problems discussed in that talk.  Unlike uniform
>> distribution (which is straightforward to implement as a 
>> function, no
>> questions asked), the normal distribution is best implemented 
>> as a range
>> which keeps some state.  So the 
>> reference-type/non-reference-type issues
>> start becoming a factor.
>
> Would it work to define Gaussian generators as regular 
> generators (same as the existing ones), which keep the uniform 
> engine as a member? -- Andrei

This C implementation of the Marsaglia/Tsang Ziggurat method 
keeps no state except for that of the uniform rng and 3 small 
static lookup tables that can be initialized in the module's 
shared constructor:
http://people.sc.fsu.edu/~jburkardt/cpp_src/ziggurat_inline/ziggurat_inline.cpp

I wrote a D implementation of that with the uniform rngs factored 
out, leaving it at ~50 loc - not up to Phobos' standards for sure 
- but I suppose but it could be a starting point. If someone is 
interested in that let me know.