Systematic Alias Sampling C++ implementation

The Alias Method by Walker offers an elegant way to sample from a discrete distribution in constant time. A good explanation of the method can be found here. The code here implements a systematic version of the Alias Method described in paper

Vallivaara et al. "Systematic Alias Sampling: an efficient and low-variance way to sample from a discrete distribution"

ACM Transactions on Mathematical Software (TOMS) Volume 43 Issue 3, August 2016 Article No. 18

http://dl.acm.org/citation.cfm?id=2935745

The Scala implementation of the method achieves 5-20X speed up compared to Apache Commons Math NormalDistribution.sample() when sampling in batches. The empirical distribution of the batches also have significantly better goodness-of-fit according to Cramer-Von-Mises statistic.

Notes:

• This is a very rudimentary implementation, not including e.g. the Golden Ratio version of the method.
• Only basic properties are tested.
• The more comprehensive Scala implementation can be found here.
• The C++ performance is not tested here. However, initial performance tests for a C++ implementation by Bolong Zhang suggest that the performance gains are similar to the Scala version. The tests can be found here.