Numbers with a Gaussian distribution
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Random number generators usually provide numbers having a uniform (flat) distribution. However, sometimes it is desirable to generate numbers with some other distributions. For example, the Gaussian (normal) distribution is of paramount importance.
Fortran 90 implementation
This Fortran 90 function is adapted from Ref. 1, based on an algorithm from the Numerical Recipes collection (Ref. 2). The function ran() calls a random number generator:
! Returns random numbers distributed following a Gaussian with ! unit variance function gauss() implicit none real gauss real v1,v2,r real ranmar do v1=2.0*ranmar()-1.0 v2=2.0*ranmar()-1.0 r=v1*v1+v2*v2 if(r.lt.1.0) exit enddo gauss=v1*sqrt(-2.0*log(r)/r) return end function gauss
- Daan Frenkel and Berend Smit "Understanding Molecular Simulation: From Algorithms to Applications" p. 411 Academic Press (1996)
- Numerical Recipes (Third Edition) website