When good pseudorandom numbers go bad (Multivariate normal sampling)

[David A. Wheeler]

Reproducing floating point computations on different computers is often a headache.
My usual recommendation: use integers or fixed point if you can.

However, sometimes things go really south. Here's an interesting article:
"When good pseudorandom numbers go bad"
https://blog.djnavarro.net/posts/2025-05-18_multivariate-normal-sampling-floating-point/

Until someone finds a better solution, it's probably worth pointing to this advice
for these kinds of circumstances.

--- David A. Wheeler