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).