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Cuchulainn
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Joined: July 16th, 2004, 7:38 am
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Re: Using Quantlib

December 29th, 2017, 11:35 am

What?? That's a crazy argument!

Static const table??
Yep! Boost Ziggurat uses static arrays! I think you have some reading up to do. Google the article by Efraim Shmerling.

And it's in Boost Random library source.. it's got 2 const static arrays, check it out.
My C++ Boost code gives
262537412640768743.999999999999250072597198185688879353856337336990862707537410378210647910118607313

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outrun
Posts: 4573
Joined: April 29th, 2016, 1:40 pm

Re: Using Quantlib

December 29th, 2017, 12:05 pm

What?? That's a crazy argument!

Static const table??
Yep! Boost Ziggurat uses static arrays! I think you have some reading up to do. Google the article by Efraim Shmerling.

And it's in Boost Random library source.. it's got 2 const static arrays, check it out.
Yes I know, that was my point. So, the problem you mentioned ("However, ziggurat algorithm requires generation of tables at the preliminary setup stage which is time-expensive. ") was the time it took to compute the static arrays while coding it up? Tsk.

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