Add normal and exponential distributions to core::rand #6098
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(This is only a94c86e, the other two are from #6073.)
Very basic support for sampling from N(0,1) and Exp(1). This is basically my experimentations with the Ziggurat algorithm, and will certainly get reorganised when Lib-rand gets finished.
No tests or anything, other than generating 1 million numbers from each distribution, loading it into R and plotting and performing some basic tests (which passed) i.e. Pearson's chi-squared for the Exp(1) values, and Shapiro-Wilks for the N(0,1) values.
(These will be tested better when the lib rand changes linked above start to happen.)
(Also, it's not hugely relevant, but I noticed that this is about double the speed of R for summing 10000000 samples from the normal distribution, even though the current random-float code is subobtimal.)
No need to merge this if it seems like it's being too hasty.