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/* $Id: $ */
/* Copyright (C) 1997 Sverre Hvammen Johansen,
* Department of Informatics, University of Oslo.
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; version 2.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
*/
#include "random.h"
#include "trigno.h"
/******************************************************************************
LONG REAL PROCEDURE NORMAL */
/* PAUL BRATLEY BENNETT L.FOX LINUS E.SCHRAGE: A GUIDE TO SIMULATION p. 149 */
#define p0 (-0.322232431088)
#define p1 (-1)
#define p2 (-0.342242088547)
#define p3 (-0.0204231210245)
#define p4 (-0.0000453642210148)
#define q0 0.099348462606
#define q1 0.588581570495
#define q2 0.531103462366
#define q3 0.10353775285
#define q4 0.0038560700634
double
__rnormal (a, b, U)
double a,
b;
long *U;
{
static double y,
x,
p,
u;
u = BASICU;
if (u > 0.5)
p = 1.0 - u;
else
p = u;
#if MATHLIB
y = sqrt (-log (p * p));
#else
y = __rsqrt (-__rln (p * p));
#endif
x = y + ((((y * p4 + p3) * y + p2) * y + p1) * y + p0)
/ ((((y * q4 + q3) * y + q2) * y + q1) * y + q0);
if (u < 0.5)
x = -x;
return (b * x + a);
}
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