SPEED COMPARISON OF GAMMA DISTRIBUTION GENERATION ALGORITHMS FOR SIMULATION MODEL OF COLUMN JET-EMULSION REACTOR
https://doi.org/10.34822/1999-7604-2020-4-42-49
Abstract
The article studies the performance of algorithms for generating random numbers from the gamma distribution. In the simulation model of the column jet-emulsion reactor, the gamma distribution is used to create particles for such parameters as the size and composition of substances in the particle. ActionScript 3.0 is chosen as the programming language. Seven algorithms for generating the gamma distribution are implemented: Marsaglia and Tsang, Cheng and Fist (two versions), Ahrens and Dieter, Tanizaki, Schmeiser (two versions) with a parameter value α > 1. To implement the Marsaglia and Tsang algorithm, algorithms for generating a normal law of distribution are considered: Box-Muller, Marsaglia-Bray, Devroy, central limit theorem, Neumann, the ziggurat method. The comparison of the generation of the gamma distribution in two versions is made: without preliminary initialization of the initial values and with it. The fastest for 1 < α < 2 was the Cheng and Fist algorithm. For α > 2 Marsaglia and Tsang's algorithm is stable with increasing gamma distribution parameter α.
About the Author
P. A. Sechenov
Siberian State Industrial University, Novokuznetsk, Russia
Russian Federation
E-mail: pavesa89@mail.ru
Russian Federation
E-mail: pavesa89@mail.ru
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Review
For citations:
Sechenov P.A. SPEED COMPARISON OF GAMMA DISTRIBUTION GENERATION ALGORITHMS FOR SIMULATION MODEL OF COLUMN JET-EMULSION REACTOR. Proceedings in Cybernetics. 2020;(4 (40)):42-49. (In Russ.) https://doi.org/10.34822/1999-7604-2020-4-42-49
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