Generating Gaussian Distributed Random Numbers


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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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dlarnv.f(3)							      LAPACK							       dlarnv.f(3)

NAME
dlarnv.f - SYNOPSIS
Functions/Subroutines subroutine dlarnv (IDIST, ISEED, N, X) DLARNV returns a vector of random numbers from a uniform or normal distribution. Function/Subroutine Documentation subroutine dlarnv (integerIDIST, integer, dimension( 4 )ISEED, integerN, double precision, dimension( * )X) DLARNV returns a vector of random numbers from a uniform or normal distribution. Purpose: DLARNV returns a vector of n random real numbers from a uniform or normal distribution. Parameters: IDIST IDIST is INTEGER Specifies the distribution of the random numbers: = 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1) 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 DOUBLE PRECISION array, dimension (N) The generated random numbers. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: September 2012 Further Details: This routine calls the auxiliary routine DLARUV 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 98 of file dlarnv.f. Author Generated automatically by Doxygen for LAPACK from the source code. Version 3.4.2 Tue Sep 25 2012 dlarnv.f(3)

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