I'm looking for a really fast gaussian random number generator for c/c++. The faster the better because I have a lot of them I need to generate for a monte carlo operation. Do you guys have any suggestions?
Thanks!
I'm looking for a really fast gaussian random number generator for c/c++. The faster the better because I have a lot of them I need to generate for a monte carlo operation. Do you guys have any suggestions?
Thanks!
See if these are fast enough for you. You can replace the random number generator with something faster than rand, but generally, the the faster the generator, the lower the quality.
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