Re: [Algorithms] Random Numbers

[<ia...@cs...>]

On Thu, 7 Sep 2000, Johan Hammes wrote:

> Hi
> 
> I need a random number sequence with Gauss distribution. Do you know of an
> algorithm that can do this. I asume that rand() generates white noise.

I've been using this:

double dgauss() {
        return sqrt(-2 * log(drand())) * cos(6.283185307 * drand());
}

drand() gives evenly distributed numbers.

The other alternative is sum of n evenly distributed numbers, with n = 30
the result should have gaussian distribution. AFAIK.

Search for "+random +number +gaussian +generator +source +code".


Does anyone know of a good book or other reference that'd explain various
aspects of generating random numbers to someone that's not so much
mathematically inclined? E.g. how to test whether a random number
generator is good etc? 


Ismo

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