Article View: sci.math.num-analysis
Article #720Re: 2D random numbers
From: BARTHOLDI Paul
Date: Fri, 02 Oct 1992 15:03
Date: Fri, 02 Oct 1992 15:03
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1172 bytes
|> > .... |> Since you want pairs of random numbers, you may find it more efficient to use the Box-Muller |> scheme: |> x = sqrt(-2 log xi) cos(2 pi eta), y = sqrt(-2 log xi) sin(2 pi eta), |> where xi, eta are successive pseudorandom numbers uniformly distributed on (0,1). |> (- unless you already have a more efficient Gaussian generator available) |> |> David Handscomb (dch@comlab.ox.ac.uk) There is a variant where you can also use the correlation between x and y, but I can't find it back (shurely very easy to find, but ...) If any one has it, could you post it too ? Thanks. Paul Bartholdi (bartho@obs.unige.ch)
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arc1-ca.pugleaf.net!sparky!uunet!cs.utexas.edu!sun-barr!ames!haven.umd.edu!darwin.sura.net!Sirius.dfn.de!chx400!news.unige.ch!scsun.unige.ch!barthoReferences:
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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!cs.utexas.edu!sun-barr!ames!haven.umd.edu!darwin.sura.net!Sirius.dfn.de!chx400!news.unige.ch!scsun.unige.ch!bartho From: bartho@scsun.unige.ch (BARTHOLDI Paul) Subject: Re: 2D random numbers Message-ID: <1992Oct2.150324.12377@news.unige.ch> Sender: usenet@news.unige.ch Organization: Observatoire de Geneve References: <3638.9209301031@rfsparc.essex.ac.uk> <1992Oct1.103154.2103@nagp12.comlab.ox.ac.uk> Date: Fri, 2 Oct 1992 15:03:24 GMT Lines: 16