Hello Robert,
I was also thinking about using some maths library with BlackBox, e.g. GSL.
If AMD library works also on Intel CPU's, which hopefully should be the case, I would be glad to have a look at your CP interfaces with ACML.
Regards
Georgy
On Tue, Nov 18, 2008 at 8:32 PM, Robert <robert.campbell_{([at]})nowhere.xy
Georgy Jikia wrote:
Also some popular random generators, for example Mersenne Twister, are missing.
Best regards,
Georgy
The Mersenne Twister is (currently) my preferred random number generator.
I think the 'Wirth' generator is unsuitable for large simulations. It was
originally published by Lewis, Goodman, & Miller. It has a small state vetor (32 bits), and that worries me.
The Mersenne Twister has a state vector of 633 'words', each of 32 bits. The implementation I use is in the DLL ACML (AMD Core Maths Library), which also
includes useful stuff like LAPACK & BLAS - see
http://developer.amd.com/acml.aspx.
I have (documented) Component Pascal interfaces if anyone requires them.
I suspect that 'testing' random number generators is a rather specialised task, so I prefer to use ones tested by other people, but with a good reputation.
Regards
Robert
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Received on Wed Nov 19 2008 - 01:31:46 UTC