On Sat, Aug 9, 2014 at 8:34 AM, Marc Glisse <marc.gli...@inria.fr> wrote: > Oh, a comment saying exactly what you just said would be fine with me (or > even nothing).
We might at some point use a different method than Box-Muller sampling so I'm OK with the test. > If you are going to specialize for dim 2, I imagine you won't be computing > normal distributions, you will only generate a point uniformy in a square > and reject it if it is not in the ball? (interestingly enough this is used > as a subroutine by the implementation of normal_distribution) We need to be *on* the circle, not inside. We'll still have to follow the algorithm unless I miss something. With reasonable probability we cannot generate those numbers directly from a uniform source. What is optimized is just the norm computation.
