Wanted: Gaussian Random Number Generator

[Dan Needham]

>>>> cj at hpsad.HP.COM (Chris Johnson) writes ......
>>>>    I'm looking for a random number routine which will generate
>>>>    numbers with a Gaussian distribution. Rand(3C) and other such
>>>>    programs produce (semi) even distributions. I suppose some sort
>>>>    of conversion routine would also work. If anyone out there has
>>>>    such a beast, please let me know.


				-cj
				cj at hpsad.hp.com

----------

I had to do this once in school and still have the paper I wrote it down on.
This part of the program was handed out by the professor.


function [a,b] = grv(sigma)
% Generates a pair of Gaussian random variables with mean zero, variance sigma

rand('uniform');        % Generates #'s between [0,1]
pi = 3.1415927;

p2 = 2*pi*rand(1);
p1 = (-2) * log(rand(1));

a = sigma * sqrt(p1) * cos(p2);
b = sigma * sqrt(p1) * sin(p2);


------------------------------------------------------------
Dan Needham