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Recent experiments (see report below) show that beginning with Java 17, the JDK's Gaussian implementation for all RandomGenerators some of the legacy generators uses a modified ziggurat that is faster than our implementation of the original ziggurat algorithm. The exceptions are the legacy generators Random, SecureRandom, and ThreadLocalRandom that continue to use the old and slow polar method.
Revise the RandomVariates class's static nextGaussian methods that rely on ThreadLocalRandom to use trick described in paper below to use Java 17's modified ziggurat rather than polar.
Report that discusses the experiments mentioned above:
Summary
Recent experiments (see report below) show that beginning with Java 17, the JDK's Gaussian implementation for all RandomGenerators some of the legacy generators uses a modified ziggurat that is faster than our implementation of the original ziggurat algorithm. The exceptions are the legacy generators Random, SecureRandom, and ThreadLocalRandom that continue to use the old and slow polar method.
Revise the RandomVariates class's static
nextGaussian
methods that rely on ThreadLocalRandom to use trick described in paper below to use Java 17's modified ziggurat rather than polar.Report that discusses the experiments mentioned above:
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