这里有一些C返回两个值(rand1和rand2),只是因为算法有效地这样做了.它是Box-Muller变换的极地形式.
void RandVal (double mean1, double sigma1, double *rand1, double mean2, double sigma2, double *rand2)
{
double u1, u2, v1, v2, s, z1, z2;
do {
u1 = Random (0., 1.); // a uniform random number from 0 to 1
u2 = Random (0., 1.);
v1 = 2.*u1 - 1.;
v2 = 2.*u2 - 1.;
s = v1*v1 + v2*v2;
} while (s > 1. || s==0.);
z1 = sqrt (-2.*log(s)/s)*v1;
z2 = sqrt (-2.*log(s)/s)*v2;
*rand1 = (z1*sigma1 + mean1);
*rand2 = (z2*sigma2 + mean2);
return;
}