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Posted to issues@commons.apache.org by "Alex Herbert (Jira)" <ji...@apache.org> on 2021/07/08 12:09:00 UTC

[jira] [Resolved] (RNG-153) Update the UnitBallSampler method to use an exponential deviate

     [ https://issues.apache.org/jira/browse/RNG-153?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Alex Herbert resolved RNG-153.
------------------------------
    Resolution: Implemented

Added in commit:

3cb2c9b718a0878a6fe7572f560f697dffeba758

> Update the UnitBallSampler method to use an exponential deviate
> ---------------------------------------------------------------
>
>                 Key: RNG-153
>                 URL: https://issues.apache.org/jira/browse/RNG-153
>             Project: Commons RNG
>          Issue Type: Improvement
>          Components: sampling
>    Affects Versions: 1.4
>            Reporter: Alex Herbert
>            Priority: Trivial
>             Fix For: 1.4
>
>
> Currently the UnitBallSampler uses n+2 normalised Gaussian deviates for sampling in n dimensions. An alternative algorithm is to use n normalised Gaussian deviates and one exponential deviate, see [BallPointPicking (wolfram)|https://mathworld.wolfram.com/BallPointPicking.html].
> The new ziggurat exponential sampler is as fast as the ziggurat Gaussian sampler. Changing the algorithm should result in faster sampling.



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