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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// PGLLegend.h: interface for the CPGLLegend class.
//
//////////////////////////////////////////////////////////////////////
#if !defined(AFX_PGLLEGEND_H__D9B6DFE3_F601_4CCC_B09A_518A7AE5CAE4__INCLUDED_)
#define AFX_PGLLEGEND_H__D9B6DFE3_F601_4CCC_B09A_518A7AE5CAE4__INCLUDED_
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
#include "PGLText.h"
class CPGLLegend : public CPGLText
{
DECLARE_SERIAL(CPGLLegend);
public:
CPGLLegend();
virtual ~CPGLLegend();
// Serialize functions
void Serialize(CArchive& archive);
// Debuggin functions
#ifdef _DEBUG
virtual void Dump( CDumpContext& dc ) const;
virtual void AssertValid() const; // Override
#endif
};
#endif // !defined(AFX_PGLLEGEND_H__D9B6DFE3_F601_4CCC_B09A_518A7AE5CAE4__INCLUDED_)
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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).