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Top Forums Shell Programming and Scripting Generating Gaussian Distributed Random Numbers Post 302451056 by kristinu on Sunday 5th of September 2010 01:46:59 PM
Old 09-05-2010
Generating Gaussian Distributed Random Numbers

I want to generate an awk function that generated a Gaussian distributed set of random numbers. I need to implement the thing below in awk. Rnd is just a uniform random number between 0 and 1

Code:
  function rgaussian(r1, r2) {
      Do
          v1 = 2 * Rnd - 1
          v2 = 2 * Rnd - 1
          rsq = v1 * v1 + v2 * v2
      Loop Until rsq <= 1

      fac = Sqr(-2 * Log(rsq) / rsq)
      r1 = v2 * fac
      r2 = v1 * fac
  }

 

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clarnv.f(3)							      LAPACK							       clarnv.f(3)

NAME
clarnv.f - SYNOPSIS
Functions/Subroutines subroutine clarnv (IDIST, ISEED, N, X) CLARNV Function/Subroutine Documentation subroutine clarnv (integerIDIST, integer, dimension( 4 )ISEED, integerN, complex, dimension( * )X) CLARNV Purpose: CLARNV returns a vector of n random complex numbers from a uniform or normal distribution. Parameters: IDIST IDIST is INTEGER Specifies the distribution of the random numbers: = 1: real and imaginary parts each uniform (0,1) = 2: real and imaginary parts each uniform (-1,1) = 3: real and imaginary parts each normal (0,1) = 4: uniformly distributed on the disc abs(z) < 1 = 5: uniformly distributed on the circle abs(z) = 1 ISEED ISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator; the array elements must be between 0 and 4095, and ISEED(4) must be odd. On exit, the seed is updated. N N is INTEGER The number of random numbers to be generated. X X is COMPLEX array, dimension (N) The generated random numbers. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: November 2011 Further Details: This routine calls the auxiliary routine SLARUV to generate random real numbers from a uniform (0,1) distribution, in batches of up to 128 using vectorisable code. The Box-Muller method is used to transform numbers from a uniform to a normal distribution. Definition at line 100 of file clarnv.f. Author Generated automatically by Doxygen for LAPACK from the source code. Version 3.4.1 Sun May 26 2013 clarnv.f(3)
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