gasdev.c

来自「IBM(原)数据生成器和源代码」· C语言 代码 · 共 28 行

#include <math.h>
#include "dist.h"

float NormalDist::gasdev(void)
// returns a normally distributed deviate with zero mean and unit
// variance, using ran1(idum) as the source of uniform deviates. 
{
  float fac,rsq,v1,v2;

  if  (iset == 0) {		// We don't have an extra deviate handy, so
    do {
      v1=2.0*(*ran1)()-1.0;	// pick two uniform numbers in the square
      v2=2.0*(*ran1)()-1.0;	//   extending from -1 to +1 in each direction,
      rsq=v1*v1+v2*v2;		// see if they are in the unit circle
    } while (rsq >= 1.0 || rsq == 0.0);	// and if they are not, try again.
    fac=sqrt(-2.0*log(rsq)/rsq);
    // Now make the box-Muller transformation to get two normal
    // devites. Return one and save the other for next time.
    gset=v1*fac;
    iset=1;		// Set flag.
    return v2*fac;
  } 
  else {		// We have an extra deviate handy,
    iset=0;		// so unset the flag,
    return gset;	// and return it.
  }
}