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Marsaglia Polar Method
The Marsaglia polar method is a pseudo-random number sampling method for generating a pair of independent standard normal random variables. Standard normal random variables are frequently used in computer science, computational statistics, and in particular, in applications of the Monte Carlo method. The polar method works by choosing random points (''x'', ''y'') in the square −1 < ''x'' < 1, −1 < ''y'' < 1 until : and then returning the required pair of normal s as : or, equivalently, : where and represent the cosine and |
George Marsaglia
George Marsaglia (March 12, 1924 – February 15, 2011) was an American mathematician and computer scientist. He is best known for creating the diehard tests, a suite of software for measuring statistical randomness. Research on random numbers George Marsaglia established the lattice structure of linear congruential generators in the paper "Random numbers fall mainly in the planes", later termed the Marsaglia's theorem. This phenomenon means that ''n''-tuples with coordinates obtained from consecutive use of the generator will lie on a small number of equally spaced hyperplanes in ''n''-dimensional space. He also developed the diehard tests, a series of tests to determine whether or not a sequence of numbers have the statistical properties that could be expected from a random sequence. In 1995 he published a CD-ROM of random numbers, which included the diehard tests. His diehard paper came with the quotation "Nothing is random, only uncertain" attributed to ''Gail Gasram'' ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Chi-squared Distribution
In probability theory and statistics, the chi-squared distribution (also chi-square or \chi^2-distribution) with k degrees of freedom is the distribution of a sum of the squares of k independent standard normal random variables. The chi-squared distribution is a special case of the gamma distribution and is one of the most widely used probability distributions in inferential statistics, notably in hypothesis testing and in construction of confidence intervals. This distribution is sometimes called the central chi-squared distribution, a special case of the more general noncentral chi-squared distribution. The chi-squared distribution is used in the common chi-squared tests for goodness of fit of an observed distribution to a theoretical one, the independence of two criteria of classification of qualitative data, and in confidence interval estimation for a population standard deviation of a normal distribution from a sample standard deviation. Many other statistical tests a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Monte Carlo Methods
Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution. In physics-related problems, Monte Carlo methods are useful for simulating systems with many coupled degrees of freedom, such as fluids, disordered materials, strongly coupled solids, and cellular structures (see cellular Potts model, interacting particle systems, McKean–Vlasov processes, kinetic models of gases). Other examples include modeling phenomena with significant uncertainty in inputs such as the calculation of risk in b ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Libstdc++ {{R from other capitalisation ...
#REDIRECT C++ Standard Library The C standard library or libc is the standard library for the C programming language, as specified in the ISO C standard.ISO/IEC (2018). '' ISO/IEC 9899:2018(E): Programming Languages - C §7'' Starting from the original ANSI C standard, it wa ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
C++11
C++11 is a version of the ISO/IEC 14882 standard for the C++ programming language. C++11 replaced the prior version of the C++ standard, called C++03, and was later replaced by C++14. The name follows the tradition of naming language versions by the publication year of the specification, though it was formerly named ''C++0x'' because it was expected to be published before 2010. Although one of the design goals was to prefer changes to the libraries over changes to the core language, C++11 does make several additions to the core language. Areas of the core language that were significantly improved include multithreading support, generic programming support, uniform initialization, and performance. Significant changes were also made to the C++ Standard Library, incorporating most of the C++ Technical Report 1 (TR1) libraries, except the library of mathematical special functions. C++11 was published as ''ISO/IEC 14882:2011'' in September 2011 and is available for a fee. The worki ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Thread Safe
Thread safety is a computer programming concept applicable to multi-threaded code. Thread-safe code only manipulates shared data structures in a manner that ensures that all threads behave properly and fulfill their design specifications without unintended interaction. There are various strategies for making thread-safe data structures. A program may execute code in several threads simultaneously in a shared address space where each of those threads has access to virtually all of the memory of every other thread. Thread safety is a property that allows code to run in multithreaded environments by re-establishing some of the correspondences between the actual flow of control and the text of the program, by means of synchronization. Levels of thread safety Software libraries can provide certain thread-safety guarantees. For example, concurrent reads might be guaranteed to be thread-safe, but concurrent writes might not be. Whether a program using such a library is thread-safe depend ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Java (programming Language)
Java is a high-level, class-based, object-oriented programming language that is designed to have as few implementation dependencies as possible. It is a general-purpose programming language intended to let programmers ''write once, run anywhere'' ( WORA), meaning that compiled Java code can run on all platforms that support Java without the need to recompile. Java applications are typically compiled to bytecode that can run on any Java virtual machine (JVM) regardless of the underlying computer architecture. The syntax of Java is similar to C and C++, but has fewer low-level facilities than either of them. The Java runtime provides dynamic capabilities (such as reflection and runtime code modification) that are typically not available in traditional compiled languages. , Java was one of the most popular programming languages in use according to GitHub, particularly for client–server web applications, with a reported 9 million developers. Java was originally developed ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Association For Computing Machinery
The Association for Computing Machinery (ACM) is a US-based international learned society for computing. It was founded in 1947 and is the world's largest scientific and educational computing society. The ACM is a non-profit professional membership group, claiming nearly 110,000 student and professional members . Its headquarters are in New York City. The ACM is an umbrella organization for academic and scholarly interests in computer science ( informatics). Its motto is "Advancing Computing as a Science & Profession". History In 1947, a notice was sent to various people: On January 10, 1947, at the Symposium on Large-Scale Digital Calculating Machinery at the Harvard computation Laboratory, Professor Samuel H. Caldwell of Massachusetts Institute of Technology spoke of the need for an association of those interested in computing machinery, and of the need for communication between them. ..After making some inquiries during May and June, we believe there is ample interest to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Box–Muller Transform
The Box–Muller transform, by George Edward Pelham Box and Mervin Edgar Muller, is a random number sampling method for generating pairs of independent, standard, normally distributed (zero expectation, unit variance) random numbers, given a source of uniformly distributed random numbers. The method was in fact first mentioned explicitly by Raymond E. A. C. Paley and Norbert Wiener in 1934. The Box–Muller transform is commonly expressed in two forms. The basic form as given by Box and Muller takes two samples from the uniform distribution on the interval , 1/nowiki> and maps them to two standard, normally distributed samples. The polar form takes two samples from a different interval, ˆ’1, +1 and maps them to two normally distributed samples without the use of sine or cosine functions. The Box–Muller transform was developed as a more computationally efficient alternative to the inverse transform sampling method. The ziggurat algorithm gives a more efficient ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Carl Friedrich Gauss
Johann Carl Friedrich Gauss (; german: Gauß ; la, Carolus Fridericus Gauss; 30 April 177723 February 1855) was a German mathematician and physicist who made significant contributions to many fields in mathematics and science. Sometimes referred to as the ''Princeps mathematicorum'' () and "the greatest mathematician since antiquity", Gauss had an exceptional influence in many fields of mathematics and science, and he is ranked among history's most influential mathematicians. Also available at Retrieved 23 February 2014. Comprehensive biographical article. Biography Early years Johann Carl Friedrich Gauss was born on 30 April 1777 in Brunswick (Braunschweig), in the Duchy of Brunswick-Wolfenbüttel (now part of Lower Saxony, Germany), to poor, working-class parents. His mother was illiterate and never recorded the date of his birth, remembering only that he had been born on a Wednesday, eight days before the Feast of the Ascension (which occurs 39 days after Easter). Ga ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pseudo-random Number Sampling
Non-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow a given probability distribution. Methods are typically based on the availability of a uniformly distributed PRN generator. Computational algorithms are then used to manipulate a single random variate, ''X'', or often several such variates, into a new random variate ''Y'' such that these values have the required distribution. The first methods were developed for Monte-Carlo simulations in the Manhattan project, published by John von Neumann in the early 1950s. Finite discrete distributions For a discrete probability distribution with a finite number ''n'' of indices at which the probability mass function ''f'' takes non-zero values, the basic sampling algorithm is straightforward. The interval [0, 1) is divided in ''n'' intervals [0, ''f''(1)), [''f''(1), ''f''(1) + ''f''(2)), ... The width of in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pierre-Simon Laplace
Pierre-Simon, marquis de Laplace (; ; 23 March 1749 – 5 March 1827) was a French scholar and polymath whose work was important to the development of engineering, mathematics, statistics, physics, astronomy, and philosophy. He summarized and extended the work of his predecessors in his five-volume ''Mécanique céleste'' (''Celestial Mechanics'') (1799–1825). This work translated the geometric study of classical mechanics to one based on calculus, opening up a broader range of problems. In statistics, the Bayesian interpretation of probability was developed mainly by Laplace. Laplace formulated Laplace's equation, and pioneered the Laplace transform which appears in many branches of mathematical physics, a field that he took a leading role in forming. The Laplacian differential operator, widely used in mathematics, is also named after him. He restated and developed the nebular hypothesis of the origin of the Solar System and was one of the first scientists to sugges ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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