C언어] 정규분포, 가우스(Gaussian) 랜덤(난수) 발생 - Gaussian Random Numbers 출력 예제

#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <Windows.h>

double gaussianRandom(void);


void main(void) {
  srand(GetTickCount());

  for (int i = 1; i <= 1000; i++)
    printf("%.17f\n", gaussianRandom());
}




double gaussianRandom(void) {
  static double V1, V2, S;
  static int phase = 0;
  double X;



  if (phase == 0) {

    do {
      double U1 = (double)rand() / RAND_MAX;
      double U2 = (double)rand() / RAND_MAX;
      V1 = 2 * U1 - 1;
      V2 = 2 * U2 - 1;
      S = V1 * V1 + V2 * V2;
    } while (S >= 1 || S == 0);

    X = V1 * sqrt(-2 * log(S) / S);

  } else X = V2 * sqrt(-2 * log(S) / S);

  phase = 1 - phase;
  return X;
}