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JohnNichols
Valued Contributor I
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Gaussian Random Numbers

Dear Intel:

I have been using the BM Gaussian Random Number routines.  These were developed in about '58 for the Army by Muller and Box at Princeton. Your routines reference one of their minor notes as providing the basis for your routines. The real math is contained in Technical Report 9 and 13 from the Princeton -- Number 9 is scanned but is quite hard to get a hold off - one has to ask for it as a PDF and the quality is not good and 13 - we have asked for it to be scanned and hopefully it will become available.

I strongly suggest you get a hold of copies and get them onto your website, they provide a lot of detail that makes using them a lot easier.

John

 

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Gennady_F_Intel
Moderator
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thanks for suggestion, we will consider this proposal. 

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