/// ------------------------------------------------------ /// 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 { /// /// Implements a Gaussian RNG using the Uniform() method. /// public abstract partial class Random { /// /// Next Gaussian random number. /// double _gaussian; /// /// Does _gaussian hold a value? /// bool _gaussReady = false; /// /// Draw a Gaussian (or normally) distributed random number, with designated /// mean and deviation. Thread-safe if Gauss() is thread-safe. /// /// The mean of the distribution, e.g. 0. /// The deviation of the distribution, e.g. 1. public virtual double Gauss(double mean, double deviation) { return deviation * Gauss() + mean; } /// /// Draw a Gaussian (or normally) distributed random number, with mean 0 and /// deviation 1. Not thread-safe. /// 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; } } }