SIMD-oriented Fast Mersenne Twister (or any other fast rng) for Monte Carlo?
조회 수: 2 (최근 30일)
이전 댓글 표시
Is there a faster PRNG for MATLAB that is suitable for Monte Carlo simulations, besides the Mersenne twister? For example, a MEX implementation of the SFMT (successor to the Mersenne twister) (as found on http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/)?
I am finding ways to speed up my Monte Carlo simulations, which are making a huge number of nested calls to randn.
댓글 수: 0
답변 (0개)
참고 항목
카테고리
Help Center 및 File Exchange에서 Random Number Generation에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!