Fast algorithm for sampling from discrete distributions.
Generating a sample takes O(1) time. This is in contrast with the naive algorithm that takes O(log N) time to generate a sample, where N is the size of support of the distributions. The naive algorithm is commonly used in many implementations of C++ standard library (clang, GCC).
The details of the algorithm are described in the doc/ directory.
The ultimate goal of the project is to make implementation conform to C++ ISO standard and have it accepted to major open source implementations (clang, GCC).