Random sampling extension for GSL

Random sampling extension for GSL

[Joseph Wakeling]

As discussed in earlier emails, I've created a project page at GitHub
for the new random sampling extension:
http://github.com/WebDrake/GrSL

The design is intended to facilitate painless (to users) incorporation
into GSL if/when that becomes desirable, while working well at present
as a standalone library.

It currently implements Algorithm A from Vitter (1984) and has a small
daft demo program included.  It builds OK on my Ubuntu Linux system
using the GNU Autotools, but I make no promises at present. :-)

I will probably migrate to Savannah as/when functionality and interest
grow sufficient -- for now it didn't seem worth bothering their
reviewers with a barely-started project.

I'll post a small announcement on the help-gsl list as well once it's a
little more developed.

Review, feedback and contributions all welcome. :-)

Thanks & best wishes,

    -- Joe

Re: Random sampling extension for GSL

[Joseph Wakeling]

On 05/11/2010 08:08 PM, Joseph Wakeling wrote:
> As discussed in earlier emails, I've created a project page at GitHub
> for the new random sampling extension:
> http://github.com/WebDrake/GrSL

Further to the above: the system now implements Vitter's "Algorithm D"
and has a new "choose" function that uses the sampling classes.

Running the latter using the former for the sampling functionality shows
a sizeable speedup over the gsl_ran_choose function.

This is early days and it still all needs much more testing.  What would
be really useful at this stage is if there could be confirmation as to
whether the basic design -- API etc. -- makes a good fit with GSL or if
there are recommended changes.

Still to come: Nair's "Algorithm E" plus various other less-superior but
historically relevant ones (e.g. Knuth's Algorithm S).

Best wishes,

    -- Joe