- Figure: The probability P(x) and the test function f(x)
FLA=Fast Linear Algorithm
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- Figure: comparison of the time of simulation for various algorithms
as function of N, the dimension of the space
- FLA=Fast Linear Algorithm
- Ba =Banerjia method (Comm. Stat. Simulations 22(1993)1205
- Mar =Marsaglia method (Annal of Math. Stat. 43(1972)645
- G =using Gaussian random numbers.
- UnifS = angles, sinNS-2(theta) ... are chosen from
a sinus distribution and the rejection method
- Unifa = angles, sinNS-2(theta) ... are chosen from
a uniform distribution and the rejection method
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- Figure: comparison of the rate of simulation for various algorithms
- FLA=Fast Linear Algorithm
- Ba =Banerjia method (Comm. Stat. Simulations 22(1993)1205
- Mar =Marsaglia method (Annal of Math. Stat. 43(1972)645
- G =using Gaussian random numbers.
- UnifS = angles, sinNS-2(theta) ... are chosen from
a sinus distribution and the rejection method
- Unifa = angles, sinNS-2(theta) ... are chosen from
a uniform distribution and the rejection method
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