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- Q2894386 subject Q7035342.
- Q2894386 subject Q7216426.
- Q2894386 subject Q8681559.
- Q2894386 abstract "The ziggurat algorithm is an algorithm for pseudo-random number sampling. Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformly-distributed random numbers, typically from a pseudo-random number generator, as well as precomputed tables. The algorithm is used to generate values from a monotone decreasing probability distribution. It can also be applied to symmetric unimodal distributions, such as the normal distribution, by choosing a value from one half of the distribution and then randomly choosing which half the value is considered to have been drawn from. It was developed by George Marsaglia and others in the 1960s.A typical value produced by the algorithm only requires the generation of one random floating-point value and one random table index, followed by one table lookup, one multiply operation and one comparison. Sometimes (2.5% of the time, in the case of a normal or exponential distribution when using typical table sizes) more computations are required. Nevertheless, the algorithm is computationally much faster than the two most commonly used methods of generating normally distributed random numbers, the Marsaglia polar method and the Box–Muller transform, which require at least one logarithm and one square root calculation for each pair of generated values. However, since the ziggurat algorithm is more complex to implement it is best used when large quantities of random numbers are required.The term ziggurat algorithm dates from Marsaglia's paper with Wai Wan Tsang in 2000; it is so named because it is conceptually based on covering the probability distribution with rectangular segments stacked in decreasing order of size, resulting in a figure that resembles a ziggurat.".
- Q2894386 thumbnail Ziggurat_method.gif?width=300.
- Q2894386 wikiPageExternalLink ziggurat.pdf.
- Q2894386 wikiPageExternalLink paper.
- Q2894386 wikiPageExternalLink zigguratalgorithm.html.
- Q2894386 wikiPageExternalLink csur07dt.pdf.
- Q2894386 wikiPageExternalLink 1.
- Q2894386 wikiPageExternalLink spring01_cleve.html.
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- Q2894386 wikiPageWikiLink Q7035342.
- Q2894386 wikiPageWikiLink Q7216426.
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- Q2894386 wikiPageWikiLink Q8681559.
- Q2894386 wikiPageWikiLink Q895514.
- Q2894386 wikiPageWikiLink Q92869.
- Q2894386 wikiPageWikiLink Q981351.
- Q2894386 comment "The ziggurat algorithm is an algorithm for pseudo-random number sampling. Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformly-distributed random numbers, typically from a pseudo-random number generator, as well as precomputed tables. The algorithm is used to generate values from a monotone decreasing probability distribution.".
- Q2894386 label "Ziggurat algorithm".
- Q2894386 depiction Ziggurat_method.gif.