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Merge pull request #516 from gordicaleksa/update_random_doc

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Add clarification on Box-Muller
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Andrej 2024-06-02 16:37:37 -07:00 • committed by GitHub
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llmc/rand.h
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@ -163,8 +163,8 @@ void uniform_(float* data, unsigned int numel, float from, float to, mt19937_sta
}
}
// Box<EFBFBD>Muller transform
// Box-Muller transform: maps uniform random numbers to Gaussian distributed numbers
// https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform
void normal_fill_16(float* data, float mean, float std, mt19937_state* state) {
#define EPSILONE 1e-12
for (unsigned int t = 0; t < 8; t++) {