diff options
Diffstat (limited to 'Build/source/libs/mpfr/mpfr-src/src/nrandom.c')
-rw-r--r-- | Build/source/libs/mpfr/mpfr-src/src/nrandom.c | 7 |
1 files changed, 6 insertions, 1 deletions
diff --git a/Build/source/libs/mpfr/mpfr-src/src/nrandom.c b/Build/source/libs/mpfr/mpfr-src/src/nrandom.c index 7742cce0f49..b5ac1167179 100644 --- a/Build/source/libs/mpfr/mpfr-src/src/nrandom.c +++ b/Build/source/libs/mpfr/mpfr-src/src/nrandom.c @@ -2,7 +2,7 @@ and variance 1 and round it to the precision of rop according to the given rounding mode. -Copyright 2013-2022 Free Software Foundation, Inc. +Copyright 2013-2023 Free Software Foundation, Inc. Contributed by Charles Karney <charles@karney.com>, SRI International. This file is part of the GNU MPFR Library. @@ -31,6 +31,11 @@ https://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc., * https://dx.doi.org/10.1145/2710016 * https://arxiv.org/abs/1303.6257 * + * Note: the algorithm implemented here has been improved in + * Du, Fan and Wei in "An improved exact sampling algorithm for the standard + * normal distribution", Computational Statistics, 2021, + * https://doi.org/10.1007/s00180-021-01136-w + * * 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 * rejection step in H just tests the leading bit of p; and the assignment of |