Ziggurat algorithm ^{en}
The ziggurat algorithm is an algorithm for pseudorandom number sampling. Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformlydistributed random numbers, typically from a pseudorandom number generator, as well as precomputed tables. The algorithm is used to generate values from a monotone decreasing probability distribution. It can also be applied to symmetric unimodal distributions, such as the normal distribution, by choosing a value from one half of the distribution and then randomly choosing which half the value is considered to have been drawn from. It was developed by George Marsaglia and others in the 1960s. A typical value produced by the algorithm only requires the generation of one random floatingpoint value and one random table index, followed by one table lookup, one multiply operation and one comparison. Sometimes more computations are required. [  ]
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