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#include <math.h>
#include "immsutil.h"
inline double Random() { return imms_random(RAND_MAX) / (double)RAND_MAX; }
inline double normal(double m, double s)
{
// normal distribution with mean m and standard deviation s
// first random coordinate (normal_x2 is member of class)
static double normal_x1, normal_x2;
static bool normal_x2_valid;
double w; // radius
if (normal_x2_valid)
{
// we have a valid result from last call
normal_x2_valid = false;
return normal_x2 * s + m;
}
// make two normally distributed variates by Box-Muller transformation
do {
normal_x1 = 2. * Random() - 1.;
normal_x2 = 2. * Random() - 1.;
w = normal_x1 * normal_x1 + normal_x2 * normal_x2;
} while (w >= 1. || w < 1E-30);
w = sqrt(log(w)*(-2./w));
// normal_x1 and normal_x2 are independent normally distributed variates
normal_x1 *= w;
normal_x2 *= w;
normal_x2_valid = true;
return normal_x1 * s + m;
}
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