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- Subject: Re: VEGAS algorithm for monte carlo integration in LuaJIT2
- From: Francesco Abbate <francesco.bbt@...>
- Date: Sun, 22 Jan 2012 13:06:50 +0100
> Does math.random use the same algorithm as the one used by C-code?
Hi Leo,
as far as I know the algorithms are similar bot not identical. Some
details about the TAUS2 algorithm used in he GSL library can be found
here:
http://www.nongnu.org/gsl-shell/doc/random.html
--
Francesco