Re: Low hanging fruit - Accelerated random distribution functions

[David Bateman]

Paul Kienzle wrote:
>
> On Feb 22, 2007, at 7:29 PM, Paul Kienzle wrote:
>
>>
>> On Feb 22, 2007, at 11:46 AM, David Bateman wrote:
>>
>>> I haven't tried to convert the functions geornd,
>>
>> Octave uses the following; it would be hard to beat:
>>
>>    rnd(k) = floor (log (rand (size (k))) ./ log (1 - p(k)));
>
> On second thought,
>
>     rnd = floor(-rande(n)) ./ log(1-p)
>
> is 2x faster.

Are you sure its not the reverse

octave:3> function rnd = geornd2(p,varargin), rnd =
floor(-rande(varargin{:})) ./ log(1-p); endfunction
octave:4> tic; b0 = geornd(3,1,1e7); toc
Elapsed time is 1.643173 seconds.
octave:5> tic; b1 = geornd2(3,1,1e7); toc
Elapsed time is 3.176453 seconds.

D.

-- 
David Bateman                                address@hidden
Motorola Labs - Paris                        +33 1 69 35 48 04 (Ph) 
Parc Les Algorithmes, Commune de St Aubin    +33 6 72 01 06 33 (Mob) 
91193 Gif-Sur-Yvette FRANCE                  +33 1 69 35 77 01 (Fax) 

The information contained in this communication has been classified as: 

[x] General Business Information 
[ ] Motorola Internal Use Only 
[ ] Motorola Confidential Proprietary