void GaussRandom(long *seed, float *result)
{
double x1, x2, g1;
double XA, XB, big_S;
double radical;
big_S=1.0;
while(big_S >= 1.0){
XA = DoubleUniformRandom(seed);
XB = DoubleUniformRandom(seed);
x1 = 1.0 - 2.0 * XA;
x2 = 1.0 - 2.0 * XB;
big_S = x1*x1 + x2*x2;
}
radical = sqrt(-2.0*log(big_S)/big_S);
g1 = x1 * radical;
*result = float(g1);
}
//------------------------------------------------
void GaussRandom(long *seed, std::complex<double> *result)
{
double x1, x2, g1, g2;
double XA, XB, big_S;
double radical;
big_S=1.0;
while(big_S >= 1.0){
XA = DoubleUniformRandom(seed);
XB = DoubleUniformRandom(seed);
x1 = 1.0 - 2.0 * XA;
x2 = 1.0 - 2.0 * XB;
big_S = x1*x1 + x2*x2;
}
radical = sqrt(-2.0*log(big_S)/big_S);
g1 = x1 * radical;
g2 = x2 * radical;
*result = std::complex<double>(g1, g2);
}
double
GaussRandom(long* seed)
{
double u1, u2, g1;
double UA, UB, S;
double radical;
new_start:
UA = DoubleUniformRandom(seed);
UB = DoubleUniformRandom(seed);
u1 = 1.0 - 2.0 * UA;
u2 = 1.0 - 2.0 * UB;
S = u1 * u1 + u2 * u2;
if (S >= 1.0)
goto new_start;
radical = sqrt(-2.0 * log(S) / S);
g1 = u1 * radical;
return (g1);
}
