Return-Path: X-Original-To: apmail-commons-issues-archive@minotaur.apache.org Delivered-To: apmail-commons-issues-archive@minotaur.apache.org Received: from mail.apache.org (hermes.apache.org [140.211.11.3]) by minotaur.apache.org (Postfix) with SMTP id F033A449A for ; Sat, 4 Jun 2011 18:39:28 +0000 (UTC) Received: (qmail 14228 invoked by uid 500); 4 Jun 2011 18:39:28 -0000 Delivered-To: apmail-commons-issues-archive@commons.apache.org Received: (qmail 14167 invoked by uid 500); 4 Jun 2011 18:39:28 -0000 Mailing-List: contact issues-help@commons.apache.org; run by ezmlm Precedence: bulk List-Help: List-Unsubscribe: List-Post: List-Id: Reply-To: issues@commons.apache.org Delivered-To: mailing list issues@commons.apache.org Received: (qmail 14159 invoked by uid 99); 4 Jun 2011 18:39:28 -0000 Received: from athena.apache.org (HELO athena.apache.org) (140.211.11.136) by apache.org (qpsmtpd/0.29) with ESMTP; Sat, 04 Jun 2011 18:39:28 +0000 X-ASF-Spam-Status: No, hits=-2000.0 required=5.0 tests=ALL_TRUSTED,T_RP_MATCHES_RCVD X-Spam-Check-By: apache.org Received: from [140.211.11.116] (HELO hel.zones.apache.org) (140.211.11.116) by apache.org (qpsmtpd/0.29) with ESMTP; Sat, 04 Jun 2011 18:39:27 +0000 Received: from hel.zones.apache.org (hel.zones.apache.org [140.211.11.116]) by hel.zones.apache.org (Postfix) with ESMTP id 592BD10021A for ; Sat, 4 Jun 2011 18:38:47 +0000 (UTC) Date: Sat, 4 Jun 2011 18:38:47 +0000 (UTC) From: "Darren Wilkinson (JIRA)" To: issues@commons.apache.org Message-ID: <1440803169.68751.1307212727362.JavaMail.tomcat@hel.zones.apache.org> Subject: [jira] [Created] (MATH-585) Very slow generation of gamma random variates MIME-Version: 1.0 Content-Type: text/plain; charset=utf-8 Content-Transfer-Encoding: 7bit X-JIRA-FingerPrint: 30527f35849b9dde25b450d4833f0394 Very slow generation of gamma random variates --------------------------------------------- Key: MATH-585 URL: https://issues.apache.org/jira/browse/MATH-585 Project: Commons Math Issue Type: Improvement Affects Versions: 2.2, 3.0 Environment: All Reporter: Darren Wilkinson The current implementation of gamma random variate generation works, but uses an inversion method. This is well-known to be a bad idea. Usually a carefully constructed rejection procedure is used. To give an idea of the magnitude of the problem, the Gamma variate generation in Parallel COLT is roughly 50 times faster than in Commons Math. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira