SLA_GRESID

Gaussian Residual

ACTION:
Generate pseudo-random normal deviate or Gaussian residual.
CALL:
R = sla_GRESID (S)
GIVEN:

S

R

standard deviation


NOTES:
(1)
The results of many calls to this routine will be normally distributed with mean zero and standard deviation S.
(2)
The Box-Muller algorithm is used.
(3)
The implementation is machine-dependent.
REFERENCE:
Ahrens & Dieter, 1972. Comm.A.C.M. 15, 873.