C语言产生标准正态分布或高斯分布随机数

 1 #include <stdlib.h>
 2 #include <stdio.h>
 3 #define PI 3.141592654double 
　　double gaussrand( )
 4 {
 5     static double U, V;
 6     static int phase = 0;
 7     double z;
 8 
 9     if(phase == 0)
10     {
11          U = rand() / (RAND_MAX + 1.0);
12          V = rand() / (RAND_MAX + 1.0);
13          Z = sqrt(-2.0 * log(U))* sin(2.0 * PI * V);
14     }
15     else
16     {
17          Z = sqrt(-2.0 * log(U)) * cos(2.0 * PI * V);
18     }
19 
20     phase = 1 - phase;
21     retrn Z;
22 }

 1 #include <cstdlib>
 2 #include <cmath>
 3 #include <limits>
 4 double generateGaussianNoise(double mu, double sigma)
 5 {
 6     const double epsilon = std::numeric_limits<double>::min();
 7     const double two_pi = 2.0*3.14159265358979323846;
 8 
 9     static double z0, z1;
10     static bool generate;
11     generate = !generate;
12 
13     if (!generate)
14        return z1 * sigma + mu;
15 
16     double u1, u2;
17     do
18      {
19        u1 = rand() * (1.0 / RAND_MAX);
20        u2 = rand() * (1.0 / RAND_MAX);
21      }
22     while ( u1 <= epsilon );
23 
24     z0 = sqrt(-2.0 * log(u1)) * cos(two_pi * u2);
25     z1 = sqrt(-2.0 * log(u1)) * sin(two_pi * u2);
26     return z0 * sigma + mu;
27 }

 1 #include <stdlib.h>
 2 #include <stdio.h>
 3 double gaussrand()
 4 {
 5      static double V1, V2, S;
 6      static int phase = 0;
 7      double X;
 8 
 9      if(phase == 0)
10      {
11         do{
12               double U1 = (double)rand() / RAND_MAX;
13               double U2 = (double)rand() / RAND_MAX;
14                
15               V1 = 2 * U1 - 1;
16               v2 = 2 * U2 - 1;
17               S  = V1 * V1 + V2 * V2;
18           }while( S >= 1 || S ==0)
19      
20           X = V1 * sqrt (-2 * log(S) / S);
21      }
22      else
23      {
24           X = V2 * sqrt(-2 * log(S) / S);
25      }
26 
27      phase = 1 - phase;
28      return X;
29 }