3 ms·
I 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
by alfalfasprout 11y ago
I 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.