I'm sampling a
DirichletDistribution like so:
n = 5000; par1 = Table[1./n,n]; data1 = RandomVariate[DirichletDistribution[par1],50]; (* This takes about 1.5 seconds *) par2 = Table[1.,n]; data2 = RandomVariate[DirichletDistribution[par2],50]; (* This takes about 0.10 seconds *)
If I play with the value of the parameters, I find that giving values > 1 radically improves the performance. Any clues on how to circumvent this?
EDIT : The reason why I'm comparing par1 and par2 is that I was hoping for a shortcut following this kind of reasoning (although I know that this is false):
DirichletDistribution[n*par] / n