wegamekinglc / Derivatives-Algorithms-Lib / 28694661006

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Flip RNG precise default to true on Sobol and PseudoRandom

Change the default-argument precise from false to true on NewSobol,
SobolRSG_, PseudoRandom_::New, PseudoRSG_, and the PseudoRandom_ base
constructor, so default Sobol/PseudoRandom normal variates use the
full-precision Acklam+Newton inverse-normal-CDF (~1e-15) instead of
the faster Acklam-only routine (~1e-9). Callers opt back into the
fast path with precise=false.

Pin precise=false on the matrix_perf benchmark's NewSobol seeding call
so the matrix-multiply timing is not polluted by the inverse-CDF cost,
and split rng_perf into separate fast/precise FillNormal rows so the
per-deviate cost difference is a tracked quantity rather than a stealth
baseline shift.

The existing test_blackscholes.cpp constants hold under the new default:
the 10M-path Sobol AAD risks[0]=0.43986485 (tol 1e-6) and the 1e-4
neighbors all pass -- precise-mode drift is below the asserted
tolerances, so no re-baselining is required.

Update docs/methodology/random.md and add a 2026-07 CHANGELOG entry.

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