aaa.cs.txt

c#正态分布的随机数发生器

  public class GaussianRNG
  {
    int iset;
    double gset;
    Random r1, r2;
    
    public GaussianRNG()
    {
      r1 = new Random(unchecked((int)DateTime.Now.Ticks));
      r2 = new Random(~unchecked((int)DateTime.Now.Ticks));
      iset = 0;
    }
    
    public double Next()
    {
      double fac, rsq, v1, v2;    
      if (iset == 0) {
        do {
          v1 = 2.0 * r1.NextDouble() - 1.0;
          v2 = 2.0 * r2.NextDouble() - 1.0;
          rsq = v1*v1 + v2*v2;
        } while (rsq >= 1.0 || rsq == 0.0);
        
        fac = Math.Sqrt(-2.0*Math.Log(rsq)/rsq);
        gset = v1*fac;
        iset = 1;
        return v2*fac;
      } else {
        iset = 0;
        return gset;
      }
    }
  }