Vectorized parallelized random functions in GP/PARI (Episode #9) 

One Minute One-liners for the curious: https://www.youtube.com/@1minute1liners

In this YouTube short from One Minute One-liners for the curious(@1minute1liner), I explain how to create PARI functions which produce vectors of random numbers of various types. Making these vectorized functions parallel adds an interesting twist.

References

paper link: [https://www.academia.edu/9730974/A_handy_approximation_for_the_error_function_and_its_inverse?auto=download]

Box-Muller transform: [https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform]

stackoverflow link: [https://stackoverflow.com/questions/2246579/how-do-i-detect-if-im-running-matlab-or-octave]

link for table based erfinv function: [https://people.maths.ox.ac.uk/gilesm/codes/erfinv/]

link for c code for table based erfinv function: [https://github.com/MersenneTwister-Lab/lwafomps/blob/master/src/erfinv.cpp]

Link for the D'Agostino-Pearson test in Matlab/Octave: [https://www.mathworks.com/matlabcentral/fileexchange/3954-dagosptest?s_tid=srchtitle]