RNG-36: Performance improvement.
Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/e591a656 Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/e591a656 Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/e591a656 Branch: refs/heads/master Commit: e591a65643c1383fd72033df6725de3ae7e2b27c Parents: 4ef78f5 Author: Gilles <er...@apache.org> Authored: Fri Apr 7 16:03:50 2017 +0200 Committer: Gilles <er...@apache.org> Committed: Fri Apr 7 16:03:50 2017 +0200 ---------------------------------------------------------------------- .../sampling/distribution/MarsagliaNormalizedGaussianSampler.java | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-rng/blob/e591a656/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/MarsagliaNormalizedGaussianSampler.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/MarsagliaNormalizedGaussianSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/MarsagliaNormalizedGaussianSampler.java index 6dc9f2a..6c86452 100644 --- a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/MarsagliaNormalizedGaussianSampler.java +++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/MarsagliaNormalizedGaussianSampler.java @@ -55,8 +55,7 @@ public class MarsagliaNormalizedGaussianSampler if (r2 < 1) { // Pair (x, y) is within unit circle. - final double r = Math.sqrt(r2); - final double alpha = 2 * Math.sqrt(-Math.log(r)) / r; + final double alpha = Math.sqrt(-2 * Math.log(r2) / r2); // Return the first element of the generated pair. random = alpha * x;
