r4_uniform_01.m

用于生成一个正态分布的伪随机数数值序列

function [ r, seed ] = r4_uniform_01 ( seed )

%% R4_UNIFORM_01 returns a unit pseudorandom R4.
%
%  Discussion:
%
%    This routine implements the recursion
%
%      seed = 16807 * seed mod ( 2**31 - 1 )
%      r = seed / ( 2**31 - 1 )
%
%    The integer arithmetic never requires more than 32 bits,
%    including a sign bit.
%
%    If the initial seed is 12345, then the first three computations are
%
%      Input     Output      R4_UNIFORM_01
%      SEED      SEED
%
%         12345   207482415  0.096616
%     207482415  1790989824  0.833995
%    1790989824  2035175616  0.947702
%
%  Author:
%
%    John Burkardt
%
%  Modified:
%
%    14 November 2004
%
%  Reference:
%
%    Paul Bratley, Bennett Fox, Linus Schrage,
%    A Guide to Simulation,
%    Springer Verlag, pages 201-202, 1983.
%
%    Pierre L'Ecuyer,
%    Random Number Generation,
%    in Handbook of Simulation,
%    edited by Jerry Banks,
%    Wiley Interscience, page 95, 1998.
%
%    Bennett Fox,
%    Algorithm 647:
%    Implementation and Relative Efficiency of Quasirandom
%    Sequence Generators,
%    ACM Transactions on Mathematical Software,
%    Volume 12, Number 4, pages 362-376, 1986.
%
%    Peter Lewis, Allen Goodman, James Miller,
%    A Pseudo-Random Number Generator for the System/360,
%    IBM Systems Journal,
%    Volume 8, pages 136-143, 1969.
%
%  Parameters:
%
%    Input, integer SEED, the integer "seed" used to generate
%    the output random number.  SEED should not be 0.
%
%    Output, real R, a random value between 0 and 1.
%
%    Output, integer SEED, the updated seed.  This would
%    normally be used as the input seed on the next call.
%
  seed = floor ( seed );

  seed = mod ( seed, 2147483647 );

  if ( seed < 0 ) 
    seed = seed + 2147483647;
  end 

  k = floor ( seed / 127773 );

  seed = 16807 * ( seed - k * 127773 ) - k * 2836;

  if ( seed < 0 )
    seed = seed + 2147483647;
  end

  r = single ( seed * 4.656612875E-10 );