In this article, you will find a fast generator for Random Variable, namely normal and exponential distributions. It is based on George Marsaglia's and Wai Wan Tsang's work.
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/**************************************************************************\
*
* Copyright (c) 1998-2001, Microsoft Corp. All Rights Reserved.
*
* Module Name:
*
* Gdiplus.h
*
* Abstract:
*
* GDI+ public header file
*
\**************************************************************************/
#ifndef _GDIPLUS_H
#define _GDIPLUS_H
struct IDirectDrawSurface7;
typedef signed short INT16;
typedef unsigned short UINT16;
#include <pshpack8.h> // set structure packing to 8
namespace Gdiplus
{
namespace DllExports
{
#include "GdiplusMem.h"
};
#include "GdiplusBase.h"
#include "GdiplusEnums.h"
#include "GdiplusTypes.h"
#include "GdiplusInit.h"
#include "GdiplusPixelFormats.h"
#include "GdiplusColor.h"
#include "GdiplusMetaHeader.h"
#include "GdiplusImaging.h"
#include "GdiplusColorMatrix.h"
#include "GdiplusGpStubs.h"
#include "GdiplusHeaders.h"
namespace DllExports
{
#include "GdiplusFlat.h"
};
#include "GdiplusImageAttributes.h"
#include "GdiplusMatrix.h"
#include "GdiplusBrush.h"
#include "GdiplusPen.h"
#include "GdiplusStringFormat.h"
#include "GdiplusPath.h"
#include "GdiplusLineCaps.h"
#include "GdiplusMetafile.h"
#include "GdiplusGraphics.h"
#include "GdiplusCachedBitmap.h"
#include "GdiplusRegion.h"
#include "GdiplusFontCollection.h"
#include "GdiplusFontFamily.h"
#include "GdiplusFont.h"
#include "GdiplusBitmap.h"
#include "GdiplusImageCodec.h"
}; // namespace Gdiplus
#include <poppack.h> // pop structure packing back to previous state
#endif // !_GDIPLUS_HPP
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Jonathan de Halleux is Civil Engineer in Applied Mathematics. He finished his PhD in 2004 in the rainy country of Belgium. After 2 years in the Common Language Runtime (i.e. .net), he is now working at Microsoft Research on Pex (http://research.microsoft.com/pex).