3 ms·
PCG: Simple Fast Space-Efficient Good Algorithms for Random Number Generation [pdf]
- alfalfasprout 11y agoI can attest to PCG being fantastic. Not only is the algorithm fast for one-off generation (the GNU GSL is quite slow comparatively and MKL is designed more for vectors of random numbers) but the API is really well designed. Anyone doing monte carlo simulations in C/C++ will really appreciate using it.
- i336_ 11y ago* Digs into history * This was posted 6 days ago; insightful discussion here: https://news.ycombinator.com/item?id=10544943 https://news.ycombinator.com/item?id=10544943 The TL;DR seems to be "mathematically 50/50 chance that PCG is better than others, but for certain cases it might be superior."