gngauss.m

基于MATLAB

function [X,Y]=gngauss(m,sgma,s1,s2,k)
if nargin==0
    m=0;
    sgma=1;
elseif nargin==1
    sgma=m;m=0;
end
U1=uniform(s1,k);
Z=sgma*(sqrt((-2)*log(1-U1)));
U2=uniform(s2,k);
X=m+Z.*cos(2*pi*U2);
Y=m+Z.*sin(2*pi*U2);