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authorMarc Sunet <msunet@shellblade.net>2022-05-11 09:56:33 -0700
committerMarc Sunet <msunet@shellblade.net>2022-05-11 09:56:33 -0700
commit685950d3f2ac8e893a23443f9e087294cce2c6fa (patch)
treec348f368d9e6245952321332c80658853348396e /random/src
parentd52ef50957064da5dbfb76839e009c48ff2050c6 (diff)
Add random variable.
Diffstat (limited to 'random/src')
-rw-r--r--random/src/normal.c17
1 files changed, 17 insertions, 0 deletions
diff --git a/random/src/normal.c b/random/src/normal.c
new file mode 100644
index 0000000..d4bcac1
--- /dev/null
+++ b/random/src/normal.c
@@ -0,0 +1,17 @@
1#include <random/normal.h>
2
3#include <math.h>
4
5// Generate two samples in the standard normal distribution using the
6// Box-Muller transform.
7// https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform
8void normal2(double u, double v, double* z0, double* z1) {
9 const double r = sqrt(-2 * log(u));
10 const double x = 2 * M_PI * v;
11 *z0 = r * cos(x);
12 *z1 = r * sin(x);
13}
14
15double normal_transform(double z, double mu, double sigma) {
16 return z*sigma + mu;
17}