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[edit]
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
References[edit]
- Daan Frenkel and Berend Smit "Understanding Molecular Simulation: From Algorithms to Applications" p. 411 Academic Press (1996)
- Numerical Recipes (Third Edition) website