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rng: avoid extreme values in gaussian #8

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rng: avoid extreme values in gaussian #8

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@jxy jxy commented Jan 3, 2023

We make the uniform random number for the log function in the Box-Muller algorithm always non-zero. For RngMilc6, rescale the value from uniform and remove the use of TINY. For MRG32k3a, remove the use of TINY since the uniform already excludes zero and one.

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jxy commented Jan 3, 2023

This breaks backward compatibility. If this is acceptable, we need to double check our unit tests and fix the non-FUELCompat tests that uses Gaussian random numbers.

ctpeterson pushed a commit to ctpeterson/qex that referenced this pull request Jan 12, 2023
…ng: avoid extreme values in gaussian jcosborn#8" commit in main branch
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