PDA_RNNOR

Returns pseudo-random numbers from a Gaussian distribution

Description:

This is a simple random-number generator providing deviates in the from a Gaussian distribution, with a period of 226, and to 6 or 7 digits accuracy. It is based upon Ahrens, Dieter & Grubes TOMS599 routines.

Invocation

RESULT = PDA_RNNOR( MEAN, SIGMA )

Arguments

MEAN = REAL (Given)
The mean value of the Gaussian distribution.
SIGMA = REAL (Given)
The standard deviation of the Gaussian distribution.

Returned Value

PDA_RNNOR = REAL
The pseudo-random deviate.

Prior Requirements

The initial seed MUST be set using routine PDA_RNSED (equivalent to NAGs G05CBF). If it has not, there is no guarantee that sensible values will be returned from this function.

References

Ahrens, J.H., & Dieter, U. 1973, "Extensions of Forsythes Method for Random Sampling from the Normal distribution", Math. Computing, 27(124), pp.927–937.