Abstract

Probability distribution functions (PDFs) are very used in modeling random processes and physics simulations. Improving the performance of algorithms that generate many random numbers under complex PDFs is often a very challenging task when methods as direct functions are not available. In this work we present general strategies on how to vectorize some PDFs using VecCore library. We show the results for the Exponential, Gaussian, discrete Poisson and Gamma probability distributions.

Details

Title
Vectorization techniques for probability distribution functions using VecCore
Author
Chaparro Amaro, Oscar R 1 ; Martínez-Castro, J 1 ; Jun, Soon Yung 2 

 Instituto Politécnico Nacional, Centro de Investigacion en Computación, Av. Juan de Dios Bátiz s/n CDMX C.P. 07738, México 
 Fermi National Accelerator Laboratory, PO Box 500, Batavia, IL 60510, USA 
Publication year
2020
Publication date
Apr 2020
Publisher
IOP Publishing
ISSN
17426588
e-ISSN
17426596
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
2557255489
Copyright
© 2020. This work is published under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.