2017-10-20

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Gaussian Pseudo-Random Number Generation

Algorithm creator(s)

n/a


PB author(s)

Peter P Stephensen


Description

Returns a gaussian pseudo-random number.


Note

Based on a polar form of the Box-Muller transformation


Source

https://forum.powerbasic.com/forum/user-to-user-discussions/source-code/24013-gaussian-normal-random-numbers


See also

n/a


Source Code

Download source code file gaussian.bas (Right-click -> "Save as ...")

'NRND.INC
'
#if not %def(%NRND_INC)
%NRND_INC = 1
' Version 1.0
' Peter Stephensen 2002 
' Helper function
 
sub nrnd_BoxMuller(y1 as double, y2 as double) 
    local x1 as double, x2 as double, w as double 
    do
        x1 = 2 * rnd - 1 
        x2 = 2 * rnd - 1 
        w = x1 * x1 + x2 * x2 
    loop while w >= 1 
    w = sqr(-2 * log(w) / w) 
    y1 = x1 * w 
    y2 = x2 * w 
end sub 
 
' Returns a gaussian random number
' Method: Polar form of the Box-Muller transformation (see http://www.taygeta.com/random/gaussian.html) 
function nrnd() as double 
    static flag as long
    static y1 as double, y2 as double 
    if flag then
        flag = 0
        function = y2
    else
        flag = 1
        nrnd_BoxMuller y1, y2
        function = y1
    end if 
end function 
#endif ' %NRND_INC

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