normdist
NAME
normdist - Pseudorandom number generator with normal distri-
bution.
SYNOPSIS
double normdist()
DESCRIPTION
Normdist is a random number generator returning the normal
distribution, having density e^-(x^2 / 2) / sqrt(2*PI),
using the Box-Muller transformation. Return values have a
mean of 0 and a variance of 1. Numbers used by the genera-
tor are uniformly distributed over the interval (0,1), and
chosen to lie within a unit circle [see the related source
listing in Numerical Recipes]. These numbers are obtained
through calls to GFSR. Old states can be read using
readGFSR(). New states can be preserved using writeGFSR().
For more information on preserving states, see gfsr(3).
FORTRAN COMPATIBILITY
Normdist may also be called from Fortran, as a function of
type DOUBLE PRECISION (i.e., REAL*8).
REFERENCE
Press et al. "Numerical Recipes in C: The art of scientific
computing". Cambridge University Press. 3rd ed., 1992, pp.
288--290.
SEE ALSO
seqaln-intro(1), librandist(3), gfsr(3), expdist(3),<
/STRONG> uni-
dist(3).