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/// ------------------------------------------------------
/// RandomOps - (Pseudo) Random Number Generator For C#
/// Copyright (C) 2003-2010 Magnus Erik Hvass Pedersen.
/// Please see the file license.txt for license details.
/// RandomOps on the internet: http://www.Hvass-Labs.org/
/// ------------------------------------------------------
using System;
namespace RandomOps
{
/// <remarks>
/// Implements a Gaussian RNG using the Uniform() method.
/// </remarks>
public abstract partial class Random
{
/// <summary>
/// Next Gaussian random number.
/// </summary>
double _gaussian;
/// <summary>
/// Does _gaussian hold a value?
/// </summary>
bool _gaussReady = false;
/// <summary>
/// Draw a Gaussian (or normally) distributed random number, with designated
/// mean and deviation. Thread-safe if Gauss() is thread-safe.
/// </summary>
/// <param name="mean">The mean of the distribution, e.g. 0.</param>
/// <param name="deviation">The deviation of the distribution, e.g. 1.</param>
public virtual double Gauss(double mean, double deviation)
{
return deviation * Gauss() + mean;
}
/// <summary>
/// Draw a Gaussian (or normally) distributed random number, with mean 0 and
/// deviation 1. Not thread-safe.
/// </summary>
public virtual double Gauss()
{
double value;
if (_gaussReady)
{
value = _gaussian;
_gaussReady = false;
}
else
{
double v1, v2, rsq;
// Pick two uniform numbers in the unit-radius 2-dim ball.
Disk(out v1, out v2, out rsq);
double fac = Math.Sqrt(-2.0 * Math.Log(rsq) / rsq);
// Now make the Box-Muller transformation to get two normal deviates.
// Return one and save the other for next time.
_gaussian = v1 * fac;
_gaussReady = true;
value = v2 * fac;
}
return value;
}
}
}
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