[FFmpeg-devel] [PATCH] lavu/lfg: switch to Ziggurat algorithm for normal random number generation

[Reimar Döffinger]

On 11.03.2016, at 05:16, Ganesh Ajjanagadde <gajjanag at gmail.com> wrote:
> Code taken from the Julia project, licensed under MIT:
> https://github.com/JuliaLang/julia/blob/master/base/random.jl, in turn
> derived from: "The Ziggurat Method for generating random variables" - Marsaglia and Tsang.
> 
> Paper and reference code: http://www.jstatsoft.org/v05/i08/. This is
> well known to be the fastest method empirically for generating normal random
> variables. Note that there are a large number of implementations with
> various tunings, this was one of the simpler ones and also has a friendly
> license.

I absolutely can't see how this could be the fastest considering it uses the rather slow av_lfg_get twice, unless you only mean the part of getting floats in a certain distribution and not the actual randomness.
I asked a long time ago for the decoder, but never got an answer why we use lfg and not a much faster lcg.