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Posted to issues@commons.apache.org by "Alex Herbert (Jira)" <ji...@apache.org> on 2021/07/11 07:26:00 UTC
[jira] [Resolved] (RNG-155) ZigguratNormalizedGaussianSampler to
use a table size of 256
[ https://issues.apache.org/jira/browse/RNG-155?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Alex Herbert resolved RNG-155.
------------------------------
Resolution: Implemented
Added in commit
d5ea18a19209e53f783ef6ec79c17fc8e2a10a6f
> ZigguratNormalizedGaussianSampler to use a table size of 256
> ------------------------------------------------------------
>
> Key: RNG-155
> URL: https://issues.apache.org/jira/browse/RNG-155
> Project: Commons RNG
> Issue Type: Improvement
> Components: sampling
> Affects Versions: 1.3
> Reporter: Alex Herbert
> Priority: Trivial
> Fix For: 1.4
>
>
> The ZigguratNormalizedGaussianSampler uses a table size of 128. The source paper provides constants for a table size of 256. This table size brings a small performance gain as the table is used for more of the sampling and the rejection algorithm for sampling at the edge of the ziggurat is used less.
> The JMH examples module contains an implementation of the 256 size table for performance testing (see [RNG-152]). I suggest swapping the implementations so the 128 table size is in the examples and the 256 table size is in the main sampling package.
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