mercredi 29 juin 2016

Strange behavor of C++11 normal_distribution()

I have a problem, for some predefined stddev value random number generators d1 and d2 behave very differently.

 mt19937 generator;
 std::normal_distribution<long double> d1(0.0,stddev);
 std::normal_distribution<long double> d2(0.0,1.0);

 d1(generator);
 stddev*d2(generator);

I used this generators as part of a Monte Carlo simulation and expected to get similar results but this was not the case. I was wondering if someone also had similar experience.

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