On Wed, May 07, 2003 at 11:18:01AM -0400, Matthew Donadio wrote:
1. Should the functions generate the necessary uniforms, or accept a list of uniforms? In other words, shuld the signature be
wgn :: Int -- ^ seed to generate the uniforms -> [Double] -- ^ list of Gaussian random variables
or
wgn :: [Double] -- ^ list of uniform random variables -> [Double] -- ^ list of Gaussian random variables
The first is what I currently have implemented, but the second is more flexible.
I'd say the second. I wasted a month or two one summer due to the cruddy random number generator in Numerical Recipes first edition, and don't trust most random number generators. Generators optimized for speed (which I imagine is what you want for DSP work) often have severe flaws in the quality of their random numbers. -- David Roundy http://civet.berkeley.edu/droundy/