Numbers with a Gaussian distribution
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Random number generators usually provide numbers with a uniform (flat) distribution. Sometimes it is desirable to generate numbers with some other distributions. The Gaussian (normal) distribution is of paramount imporance.
Fortran 90 implementation
This Fortran 90 implementation is adapted from Ref. 1, based on an algorithm from the Numerical Recipes collection, Ref. 2. The function ran() calls a randon 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
- Daan Frenkel and Berend Smit "Understanding Molecular Simulation: From Algorithms to Applications" p. 411 Academic Press (1996)
- Numerical Recipes