📄 gngauss.m
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function [n1,n2]=gngauss(m,sgma)
% [n1 n2]=gngauss(m,sgma)
% [n1 n2]=gngauss(sgma)
% [n1 n2]=gngauss
% GNGAUSS generates two independent gaussian variables with
% mean m & S.D sgma
% if one of the input argement missing it takes mean as zero
% if neither mean nor variance is given, it generates two
%standard gaussian random variables
if nargin==0
m=0;
sgma=1;
elseif nargin==1
sgma=m;
m=0;
end
u=rand; % uniform random variable in (0,1)
z=sgma*(sqrt(2*log(1/(1-u)))); % rayleigh distributed random variable
u=rand; % another uniform distributed variable in (0,1)
n1=m+z*cos(2*pi*u);
n2=m+z*sin(2*pi*u);
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