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Article #11525

Re: generating random numbers

#11525
From: Herman Rubin
Date: Mon, 13 May 1991 09:44
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In article <9105130247.AA09317@ucbvax.Berkeley.EDU>, jbs@WATSON.IBM.COM writes:

			....................

>          Even granting that Monte Carlo methods are important I remain
> unconvinced that:
>          1)  The time spent generating random numbers dominates these
> computations.

Sometimes it does, and sometimes it doesn't.

>          2)  Your proposed instructions would reduce the time it takes
> to generate the random numbers.

The algorithms I envision would definitely win, even with the present
architecture, if enough accuracy was wanted.  But even a rather simple
algorithm, using on the average less than a dozen bits, is likely to
crawl on the present architecture.
-- 
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
Phone: (317)494-6054
hrubin@l.cc.purdue.edu (Internet, bitnet)   {purdue,pur-ee}!l.cc!hrubin(UUCP)
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From: hrubin@pop.stat.purdue.edu (Herman Rubin)
Newsgroups: comp.arch
Subject: Re: generating random numbers
Message-ID: <12250@mentor.cc.purdue.edu>
Date: 13 May 91 09:44:41 GMT
References: <9105130247.AA09317@ucbvax.Berkeley.EDU>
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