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/* code borrowed from ftp://ftp.taygeta.com/pub/c/boxmuller.c */
/* boxmuller.c Implements the Polar form of the Box-Muller
Transformation
(c) Copyright 1994, Everett F. Carter Jr.
Permission is granted by the author to use
this software for any application provided this
copyright notice is preserved.
*/
#include <math.h>
#include <stdlib.h>
#include "boxmuller.h"
double box_muller(double m, double s) /* normal random variate generator */
{ /* mean m, standard deviation s */
double x1, x2, w, _y1;
static double y2;
static int use_last = 0;
if (use_last) /* use value from previous call */
{
_y1 = y2;
use_last = 0;
}
else
{
do {
x1 = 2.0 * drand48() - 1.0;
x2 = 2.0 * drand48() - 1.0;
w = x1 * x1 + x2 * x2;
} while ( w >= 1.0 );
w = sqrt( (-2.0 * log( w ) ) / w );
_y1 = x1 * w;
y2 = x2 * w;
use_last = 1;
}
double result = ( m + _y1 * s );
return result;
}