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marsaglia.go

@@ -0,0 +1,32 @@
+package main
+
+import (
+	"math"
+	"math/rand"
+)
+
+var normalMarsagliaAlreadyComputer bool = false
+var normalMarsagliaAlreadyComputedValue float64 = 0
+
+func NormalMarsaglia(r *rand.Rand) float64 {
+	if normalMarsagliaAlreadyComputer {
+		normalMarsagliaAlreadyComputer = false
+		return normalMarsagliaAlreadyComputedValue
+	}
+	x, y := getPointInUnitDisc(r)
+	radius := math.Sqrt(x*x + y*y)
+
+	normalMarsagliaAlreadyComputer = true
+	coeff := math.Sqrt(-4 * math.Log(radius) / radius)
+	normalMarsagliaAlreadyComputedValue = x * coeff
+	return y * coeff
+}
+
+func getPointInUnitDisc(r *rand.Rand) (float64, float64) {
+	x := 2 * (r.Float64() - 0.5)
+	y := 2 * (r.Float64() - 0.5)
+	if x*x+y*y < 1 {
+		return x, y
+	}
+	return getPointInUnitDisc(r)
+}