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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// GLInterface.h: interface for the CGLInterface class.
//
//////////////////////////////////////////////////////////////////////
#if !defined(AFX_GLINTERFACE_H__F364B9EA_20B9_49C0_8DD0_18C5231A331A__INCLUDED_)
#define AFX_GLINTERFACE_H__F364B9EA_20B9_49C0_8DD0_18C5231A331A__INCLUDED_
#if _MSC_VER > 1000
#pragma once
#endif // _MSC_VER > 1000
#include "GfxInterface.h"
namespace gfxinterface
{
class CGLInterface : public CGfxInterface
{
public:
CGLInterface();
virtual ~CGLInterface();
};
}
#endif // !defined(AFX_GLINTERFACE_H__F364B9EA_20B9_49C0_8DD0_18C5231A331A__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).