Graphics programming perspective: We call this “rejection sampling” and may work and is a more general sampling method that can sample from more difficult proba

Graphics programming perspective: We call this “rejection sampling” and may work and is a more general sampling method that can sample from more difficult probability distributions but has significant disadvantages. First the runtime is the worst case across all threads invoking this in a GPU simd unit. Second, you have to evaluate the pdf itself which is easy in this case, and harder in general. The sqrt really doesn’t really amount to much to outweigh the cons in a shader. You can use the rcp sqrt intrinsic if precision is less important, or square the LHS if the ALU is actually a problem (or to conserve more energy)