/*
* normal_randomdev.cpp
*
* This file is part of NEST.
*
* Copyright (C) 2004 The NEST Initiative
*
* NEST is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 2 of the License, or
* (at your option) any later version.
*
* NEST is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with NEST. If not, see <http://www.gnu.org/licenses/>.
*
*/
#include <cmath>
#include "config.h"
#include "normal_randomdev.h"
// by default, init as exponential density with mean 1
librandom::NormalRandomDev::NormalRandomDev(RngPtr r_source)
: RandomDev(r_source)
{}
// threaded
librandom::NormalRandomDev::NormalRandomDev()
: RandomDev()
{}
double librandom::NormalRandomDev::operator()(RngPtr r) const
{
// Box-Muller algorithm, see Knuth TAOCP, vol 2, 3rd ed, p 122
// we waste one number
double V1;
double V2;
double S;
do {
V1 = 2 * r->drand() - 1;
V2 = 2 * r->drand() - 1;
S = V1*V1 + V2*V2;
} while ( S >= 1 );
if ( S == 0 )
return 0;
else
return V1 * std::sqrt(-2 * std::log(S)/S);
}