Updated square function in GaussianBoxMuller

Roughly halves execution time @100k sims.
badge · Sep 14, 2015 · 6310ec4 · 6310ec4
1 parent 9eef246
commit 6310ec4
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/MonteCarlo/Model/Simulator.cs b/MonteCarlo/Model/Simulator.cs
@@ -150,7 +150,7 @@ public static double NextDouble()
             {
                 x = 2 * RandomProvider.GetThreadRandom().NextDouble() - 1;
                 y = 2 * RandomProvider.GetThreadRandom().NextDouble() - 1;
-                square = Math.Pow(x, 2) + Math.Pow(y, 2);
+                square = (x * x) + (y * y);
             } while (square >= 1);
 
             return x * Math.Sqrt(-2 * Math.Log(square) / square);