You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
An implementation of this would be really useful for monte carlo simulations (pricing), and anywhere where 4 or 8 random independent randoms are needed.
An implementation of this would be really useful for monte carlo simulations (pricing), and anywhere where 4 or 8 random independent randoms are needed.
https://github.com/lemire/simdpcg or
https://mathoverflow.net/questions/104915/pseudo-random-algorithm-allowing-o1-computation-of-nth-element
I'm not sure how "good" it needs to be for the purposes of this library.
I think the second one could be quite simple and efficient to implement.
The text was updated successfully, but these errors were encountered: