[phobos] fastDice

[David Simcha]

Good idea.  Didn't think of Boost, and obviously licensing issues won't 
be problematic there.  Will do, since it will probably just be a trivial 
translation job.

On 1/2/2011 6:36 PM, Andrei Alexandrescu wrote:
> Also, Boost has great random numbers. For now, could you be the leader 
> on putting Gaussians into Phobos?
>
> Andrei
>
> On 1/2/11 5:23 PM, David Simcha wrote:
>> A decent Gaussian is trivial:
>>
>> http://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform
>>
>> Also see my dstats.random lib. Most of this stuff requires binary
>> attribution because it was translated from the Numpy code, but the
>> Box-Muller Gaussian is arguably not original enough to be copyrightable,
>> i.e. you can't copyright algorithms, Box-Muller is a very well-known
>> algorithm, and there's a very limited number of ways to express the
>> algorithm in code once it's specified.
>>
>> Poisson is a PITA IIRC. (I have code to do it, but again it requires
>> binary attribution.)
>>
>> Where is Zipf used? I left it out of my Numpy port that I did awhile
>> back. IIRC it was because Wikipedia didn't provide enough information on
>> it to make my code reasonably testable.
>>
>> On 1/2/2011 5:59 PM, Andrei Alexandrescu wrote:
>>> On 9/11/10 3:29 PM, David Simcha wrote:
>>>> I've written a few functions that generate random numbers from an
>>>> arbitrary discrete distribution in O(log N) time, where N is the 
>>>> number
>>>> of possible values, using SortedRange.lowerBound(). It's similar to
>>>> dice() except that in exchange for O(N) auxiliary space and upfront
>>>> initialization cost you get O(log N) generation. I've attached the 
>>>> code,
>>>> which is fairly simple. Should this go in std.random, or is needing 
>>>> this
>>>> O(log N) performance on dice() niche enough that this belongs in my
>>>> dstats lib instead?
>>>
>>> I'm not sure. You may want to ask the question on the newsgroup.
>>>
>>> BTW, I think std.random is in dire need of a few classic distribution
>>> (Gaussian, Poisson, Zipf come to mind). Anyone inclined?
>>>
>>>
>>> Andrei
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>>
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