Re: Function minimization and random numbers

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On Wed, 30 Jan 2008 20:09:03 -0800, Jon Harrop <usenet@xxxxxxxxxxxxxx> wrote:

I'm looking for cheap libraries that implement these two things (most likely
separately) in C#. There are a few all-encompassing numerical libraries out
there but they're too expensive. Any ideas?

Well, "you get what you pay for" comes to mind. I realize there are
exceptions, but I'm not sure this would be one of them.

How much would you expect to pay for such a library then?

I'm the wrong person to ask. But, as long as you brought it up, what do you consider "cheap"? That might help guide someone else who might know of such a library but not whether it's in a cost range you're willing pay.

Heck, if your idea of "cheap" is generous enough, you might even find someone here who'd implement it for you. :)

Mersenne twister and random number generators for different distributions,
like Gaussian.

Granted, it's been awhile. But it's my recollection that you can generate Gaussian and other non-linear distributions by appropriate iteration of linear distributions. For example, summing multiple linearly distributed random numbers gets you a Gaussian distribution (the more sums, the closer to a true Gaussian curve you get).

As for Mersenne, Wikipedia has a pseudo-code implementation of Mersenne twister. It's quite short, and I would think that if you actually want it in C#, it wouldn't take even 30-60 minutes to translate it:
http://en.wikipedia.org/wiki/Mersenne_twister#Pseudocode

Pete
.

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