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program program_01
implicit none
integer, parameter :: dp=kind(0.d0)
real(dp) :: a
integer :: i
print *, "Normal random numbers:"
do i = 1, 10
call rand(a)
print *, a
end do
contains
subroutine rand(x)
! Returns a psuedorandom scalar drawn from the standard normal distribution.
!
! [1] Marsaglia, G., & Bray, T. A. (1964). A Convenient Method for
! Generating Normal Variables. SIAM Review, 6(3), 260–264.
real(dp), intent(out) :: x
logical, save :: first = .true.
real(dp), save :: u(2)
real(dp) :: r2
if (first) then
do
call random_number(u)
u = 2*u-1
r2 = sum(u**2)
if (r2 < 1 .and. r2 > 0) exit
end do
u = u * sqrt(-2*log(r2)/r2)
x = u(1)
else
x = u(2)
end if
first = .not. first
end subroutine
end program
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