AnchorPower

AnchorPower is a very fast, simple and general random number generation method based on Inverse Transform and Taylor Series. It outperforms many excellent implementations, including Intel VSL, GSL and UNU, with particularly wide margin for Gamma, Beta.

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License

GNU Library or Lesser General Public License version 2.0 (LGPLv2)

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Additional Project Details

Operating Systems

Linux

Intended Audience

Science/Research

Programming Language

C++

Related Categories

C++ Simulation Software

Registered

2008-09-02

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