| 高斯随机数生成算法对比研究 |
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| 引用本文： | 张志军,刘行兵,段新涛.高斯随机数生成算法对比研究[J].河南职业技术师范学院学报,2014(3):56-59. |
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| 作者姓名： | 张志军 刘行兵 段新涛 |
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| 作者单位： | 河南师范大学计算机与信息工程学院,河南新乡543007 |
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| 基金项目： | 国家自然科学基金资助项目（U1204606）;河南省基础与前沿技术研究计划项目（142300410004）;河南省教育厅科学技术研究重点研究项目（148510020） |
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| 摘 要： | 针对应用学科仿真实验中所需高斯随机数质量要求日趋严格的问题，对比研究了高斯随机数常用的中心极限生成算法、Box—Muller算法和极化判决算法，研究了各算法在尾部区域内生成高斯随机数的质量．仿真结果表明：极化判决算法为最佳选择，在增加一定量运算代价下，换取高斯随机数的高尾部精度．需注意极化判决算法中南于用到判决语句，导致高斯随机数的产生速度不恒定，硬件实现时需用先入先出缓冲器解决该问题．
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| 关 键 词： | 高斯随机数 模拟 |
Algorithm comparison on Gaussian random number generators |
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| Zhang Zhijun,Liu Xingbing,Duan Xintao.Algorithm comparison on Gaussian random number generators[J].Journal of Henan Vocation-Technical Teachers College,2014(3):56-59. |
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| Authors: | Zhang Zhijun Liu Xingbing Duan Xintao |
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| Institution: | (College of Computer and Information Engineering,Henan Normal University,Xinxiang 453007,China) |
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| Abstract: | Aiming at the quality of Gaussian random numbers in simulation experiments for various applied sciences,comparative study was made on the generate algorithms used to generating Gaussian random number, focusing on the quality of each algorithm to generate Gaussian random numbers in the tail region.Simulation results show that,namely to increase the operational costs,Polar-Rejection algorithm may well be the best option with high- tail accuracy.It should be noted that,due to using if-else statements in Polar-Rejection algorithm,resulting the rate of Gaussian random numbers is not constant.It should be using first-in first-out buffer to solve the problem in hardware implementation. |
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| Keywords: | Ganssian random number simulation |
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