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+/*
+Copyright (C) 1988 Free Software Foundation
+ written by Dirk Grunwald (grunwald@cs.uiuc.edu)
+
+This file is part of the GNU C++ Library. This library is free
+software; you can redistribute it and/or modify it under the terms of
+the GNU Library General Public License as published by the Free
+Software Foundation; either version 2 of the License, or (at your
+option) any later version. This library 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 Library General Public License for more details.
+You should have received a copy of the GNU Library General Public
+License along with this library; if not, write to the Free Software
+Foundation, 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+*/
+#ifdef __GNUG__
+#pragma implementation
+#endif
+#include <builtin.h>
+#include <Random.h>
+#include <Normal.h>
+//
+// See Simulation, Modelling & Analysis by Law & Kelton, pp259
+//
+// This is the ``polar'' method.
+//
+
+double Normal::operator()()
+{
+
+ if (haveCachedNormal == 1) {
+ haveCachedNormal = 0;
+ return(cachedNormal * pStdDev + pMean );
+ } else {
+
+ for(;;) {
+ double u1 = pGenerator -> asDouble();
+ double u2 = pGenerator -> asDouble();
+ double v1 = 2 * u1 - 1;
+ double v2 = 2 * u2 - 1;
+ double w = (v1 * v1) + (v2 * v2);
+
+//
+// We actually generate two IID normal distribution variables.
+// We cache the one & return the other.
+//
+ if (w <= 1) {
+ double y = sqrt( (-2 * log(w)) / w);
+ double x1 = v1 * y;
+ double x2 = v2 * y;
+
+ haveCachedNormal = 1;
+ cachedNormal = x2;
+ return(x1 * pStdDev + pMean);
+ }
+ }
+ }
+}
+
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