Re:Creating randomness Without Math.random
by rmrfstar on Tuesday July 14, 2020 @02:07AM
(#23829024)
I guess it depends on what you assume are mathematical "primitives".
Log is an integral. Exp is an infinite series.
Normal cdf (erf) and its inverse (erfinv) are implemented almost everywhere exp and log are implemented. E.g. MKL and CUDA. Both can be computed via series or integral (like exp and log).
Log is an integral. Exp is an infinite series.
Normal cdf (erf) and its inverse (erfinv) are implemented almost everywhere exp and log are implemented. E.g. MKL and CUDA. Both can be computed via series or integral (like exp and log).
[1] https://en.wikipedia.org/wiki/Error_function
[2] https://people.maths.ox.ac.uk/gilesm/files/gems_erfinv.pdf