Re: [math] new pseudo random number generators

2010-09-22 Thread Phil Steitz
On 9/21/10 6:40 AM, sebb wrote: On 21 September 2010 09:40, Mikkel Meyer Andersen wrote: 2010/9/21 Luc Maisonobe: Le 21/09/2010 10:08, Mikkel Meyer Andersen a écrit : 2010/9/21 Luc Maisonobe: Le 21/09/2010 09:26, Mikkel Meyer Andersen a écrit : Here is an extract from the answer from Pierre

Re: [math] new pseudo random number generators

2010-09-22 Thread Phil Steitz
On 9/21/10 3:34 AM, Luc Maisonobe wrote: Le 21/09/2010 09:26, Mikkel Meyer Andersen a écrit : Here is an extract from the answer from Pierre L'Ecuyer: Our code can be released under either a GPL or a commercial license. Well, what about the Apache License then? It is their code and I did n

Re: [math] new pseudo random number generators

2010-09-21 Thread sebb
On 21 September 2010 09:40, Mikkel Meyer Andersen wrote: > 2010/9/21 Luc Maisonobe : >> Le 21/09/2010 10:08, Mikkel Meyer Andersen a écrit : >>> 2010/9/21 Luc Maisonobe : Le 21/09/2010 09:26, Mikkel Meyer Andersen a écrit : >> Here is an extract from the answer from Pierre L'Ecuyer: >

Re: [math] new pseudo random number generators

2010-09-21 Thread Gilles Sadowski
> [...] > > > > They do not use this kind of tricks in their implementation. By using > > them in ours, it would make more clear our code is really an original > > one and not derived from their GPL code. > It sounds reasonable, but I'm thinking that it might be better to add > the current code, an

Re: [math] new pseudo random number generators

2010-09-21 Thread Mikkel Meyer Andersen
2010/9/21 Luc Maisonobe : > Le 21/09/2010 10:08, Mikkel Meyer Andersen a écrit : >> 2010/9/21 Luc Maisonobe : >>> Le 21/09/2010 09:26, Mikkel Meyer Andersen a écrit : > Here is an extract from the answer from Pierre L'Ecuyer: > >  Our code can be released under either a GPL or a commerc

Re: [math] new pseudo random number generators

2010-09-21 Thread Luc Maisonobe
Le 21/09/2010 10:08, Mikkel Meyer Andersen a écrit : > 2010/9/21 Luc Maisonobe : >> Le 21/09/2010 09:26, Mikkel Meyer Andersen a écrit : Here is an extract from the answer from Pierre L'Ecuyer: Our code can be released under either a GPL or a commercial license. >>> Well, what about

Re: [math] new pseudo random number generators

2010-09-21 Thread Mikkel Meyer Andersen
2010/9/21 Luc Maisonobe : > Le 21/09/2010 09:26, Mikkel Meyer Andersen a écrit : >>> Here is an extract from the answer from Pierre L'Ecuyer: >>> >>>  Our code can be released under either a GPL or a commercial license. >> Well, what about the Apache License then? > > It is their code and I did not

Re: [math] new pseudo random number generators

2010-09-21 Thread Luc Maisonobe
Le 21/09/2010 09:26, Mikkel Meyer Andersen a écrit : >> Here is an extract from the answer from Pierre L'Ecuyer: >> >> Our code can be released under either a GPL or a commercial license. > Well, what about the Apache License then? It is their code and I did not use it. The main point is we reimp

Re: [math] new pseudo random number generators

2010-09-21 Thread Mikkel Meyer Andersen
> Here is an extract from the answer from Pierre L'Ecuyer: > >  Our code can be released under either a GPL or a commercial license. Well, what about the Apache License then? >  There is also a Java implementation with multiple streams and >  substreams in SSJ: see the package rng: >  http://www.i

Re: [math] new pseudo random number generators

2010-09-21 Thread Mikkel Meyer Andersen
Thanks for the test. I give a +1 fir this (with the already mentioned "but"'s like documentation etc.). Inclusion would also make it easier for others to test it a bit. 2010/9/21 Luc Maisonobe : > Le 20/09/2010 15:28, Mikkel Meyer Andersen a écrit : > >> I would like to see/try a comparison betwee

Re: [math] new pseudo random number generators

2010-09-21 Thread Luc Maisonobe
Le 20/09/2010 14:40, Phil Steitz a écrit : > On 9/20/10 6:30 AM, luc.maison...@free.fr wrote: >> The paper does not put any restriction on the algorithm. The >> reference implementation in C on the other hand is limited to >> non-commercial use only. In my implementation, I did not refer to >> thi

Re: [math] new pseudo random number generators

2010-09-20 Thread Luc Maisonobe
Le 20/09/2010 15:28, Mikkel Meyer Andersen a écrit : > I would like to see/try a comparison between the default and new PRNG > under different conditions. Just to get an idea of how they perform. I gave it a try. The version from yesterday was really slow (about 3 times slower than other generato

Re: [math] new pseudo random number generators

2010-09-20 Thread Ted Dunning
On Mon, Sep 20, 2010 at 6:16 AM, Gilles Sadowski < gil...@harfang.homelinux.org> wrote: > > > > Sounds OK, but we should verify somehow that the algorithm itself is > > not patented. [...] > > This is probably not the place to start a discussion on the difference > between patent and copyright :-

Re: [math] new pseudo random number generators

2010-09-20 Thread Mikkel Meyer Andersen
Hi, 2010/9/20 : > > - "Mikkel Meyer Andersen" a écrit : > >> Hi, >> >> I think it sounds interesting. >> >> A few comments: >> 1) Does it support paralleled generation? > > No, it updates its bits pool using an iterative formula. No worries - I was just curious. But maybe we should keep in m

Re: [math] new pseudo random number generators

2010-09-20 Thread Gilles Sadowski
> [...] > > Sounds OK, but we should verify somehow that the algorithm itself is > not patented. [...] This is probably not the place to start a discussion on the difference between patent and copyright :-} Copyright can apply to source code; neither patent nor copyright should apply to algorith

Re: [math] new pseudo random number generators

2010-09-20 Thread luc . maisonobe
- "Phil Steitz" a écrit : > On 9/20/10 6:30 AM, luc.maison...@free.fr wrote: > > Hi all, > > > > As those subscribed to the commit list may have noticed, I have > > added several new pseudo-random number generators to > > commons-math. > > > > I should not have add such a feature without dis

Re: [math] new pseudo random number generators

2010-09-20 Thread luc . maisonobe
- "Mikkel Meyer Andersen" a écrit : > Hi, > > I think it sounds interesting. > > A few comments: > 1) Does it support paralleled generation? No, it updates its bits pool using an iterative formula. > 2) In regards to the user, which should be the default for e.g. > sampling from probabil

Re: [math] new pseudo random number generators

2010-09-20 Thread Phil Steitz
On 9/20/10 6:58 AM, Gilles Sadowski wrote: [...] 2) In regards to the user, which should be the default for e.g. sampling from probability distributions? I have the same question for possibly replacing the default RNG in class "UnitSphereRandomVectorGenerator". Very good point. We made all

Re: [math] new pseudo random number generators

2010-09-20 Thread Phil Steitz
On 9/20/10 6:30 AM, luc.maison...@free.fr wrote: Hi all, As those subscribed to the commit list may have noticed, I have added several new pseudo-random number generators to commons-math. I should not have add such a feature without discussing on the list before. It was a wrong move and I apolo

Re: [math] new pseudo random number generators

2010-09-20 Thread Gilles Sadowski
> [...] > 2) In regards to the user, which should be the default for e.g. > sampling from probability distributions? I have the same question for possibly replacing the default RNG in class "UnitSphereRandomVectorGenerator". Gilles --

Re: [math] new pseudo random number generators

2010-09-20 Thread Gilles Sadowski
> [...] > So what do other think about this ? > Should this really be included (in which case I will open a JIRA issue and > resolve it immediately) +1 Gilles - To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For ad

Re: [math] new pseudo random number generators

2010-09-20 Thread Mikkel Meyer Andersen
Hi, I think it sounds interesting. A few comments: 1) Does it support paralleled generation? 2) In regards to the user, which should be the default for e.g. sampling from probability distributions? 3) How is the performance compared to the existing algorithms in Commons Math? Cheers, Mikkel. 20