Search Results for "math library"
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Showing 1 open source project for "math library"
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ExRandom
Sampling exactly from the normal and exponential distributions
ExRandom is a small header-only C++11 library for exact sampling from the normal, exponential, and discrete normal distributions (provided that the underlying generator is perfect). This library provides an implementation of the algorithms described in C. F. F. Karney, Sampling exactly from the normal distribution, ACM Trans. Math. Software 42(1), 3:1-14 (Jan. 2016), https://doi.org/10.1145/2710016, https://arxiv.org/abs/1303.6257.
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