[Jprogramming] speed of matrix*vector operation.

[Joey K Tuttle]

At 11:56  -0800 2007/11/08, Roger Hui wrote:
>  > There isn't a built in function that
>>  j uses to generate normal distributions, and writing an equivalent
>>  to MatLab randn() would be an interesting exercise.
>
>  >From http://www.jsoftware.com/jwiki/Essays/Normal_CDF
>erf   =: (1 H. 1.5)@*: * 2p_0.5&* % ^@:*:
>n01cdf=: -: @ >: @ erf @ %&(%:2)
>
>Whence an approximation to randn:
>ny=: n01cdf nx=: i:5j2000
>randn=: nx {~ ny I. ?@$&0
>

Lovely! In praise for DOJ, erf and n01cdf are given on the
H. page (although I didn't immediately think to look there :)

There are a couple of subtle differences from the ones above,
DOJ doesn't include the, apparently redundant, parens of your
erf and n01cdf differs a bit, but their results are very close
with no greater than 4.996e_16 difference in your example.

In any case, thanks for the exposition -- certainly in the
case of timing the original inner product, the generation of
the random normal distributions should be excluded from the
timing (as they were in MatLab).