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buxMuller.go

@@ -0,0 +1,22 @@
+package main
+
+import (
+	"math"
+	"math/rand"
+)
+
+var normalBoxMullerAlreadyComputer bool = false
+var normalBoxMullerAlreadyComputedValue float64 = 0
+
+func NormalBoxMuller(r *rand.Rand) float64 {
+	if normalBoxMullerAlreadyComputer {
+		normalBoxMullerAlreadyComputer = false
+		return normalBoxMullerAlreadyComputedValue
+	}
+	radius := math.Sqrt(-2 * math.Log(r.Float64()))
+	theta := 2 * math.Pi * r.Float64()
+
+	normalBoxMullerAlreadyComputer = true
+	normalBoxMullerAlreadyComputedValue = radius * math.Cos(theta)
+	return radius * math.Cos(theta)
+}