diff options
| author | vlefevre <vlefevre@280ebfd0-de03-0410-8827-d642c229c3f4> | 2016-02-02 17:30:33 +0000 |
|---|---|---|
| committer | vlefevre <vlefevre@280ebfd0-de03-0410-8827-d642c229c3f4> | 2016-02-02 17:30:33 +0000 |
| commit | 4254f072e366e547b9853ecc1e6a152bc4b3b417 (patch) | |
| tree | ca912e4d345791726bff3628ebb5f0aceb2b82a2 /src/nrandom.c | |
| parent | d73c3d77865854463807586db1a12bb157a4ec78 (diff) | |
| download | mpfr-4254f072e366e547b9853ecc1e6a152bc4b3b417.tar.gz | |
[src/{erandom.c,nrandom.c}] Updated a reference.
git-svn-id: svn://scm.gforge.inria.fr/svn/mpfr/trunk@9919 280ebfd0-de03-0410-8827-d642c229c3f4
Diffstat (limited to 'src/nrandom.c')
| -rw-r--r-- | src/nrandom.c | 8 |
1 files changed, 6 insertions, 2 deletions
diff --git a/src/nrandom.c b/src/nrandom.c index b08029aac..c68a9a498 100644 --- a/src/nrandom.c +++ b/src/nrandom.c @@ -24,8 +24,12 @@ http://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc., /* * Sampling from the normal distribution with zero mean and unit variance. - * This uses Algorithm N given in Charles F. F. Karney, Sampling exactly from - * the normal distribution (March 2013), http://arxiv.org/abs/1303.6257v1 . + * This uses Algorithm N given in: + * Charles F. F. Karney, + * "Sampling exactly from the normal distribution", + * ACM Trans. Math. Software 42(1), 3:1-14 (Jan. 2016). + * https://dx.doi.org/10.1145/2710016 + * http://arxiv.org/abs/1303.6257 * * The implementation here closely follows the C++ one given in the paper * above. However, here, C is simplified by using gmp_urandomm_ui; the initial |