c++ 生成均勻分佈與高斯分佈

https://en.wikipedia.org/wiki/Marsaglia_polar_method

C++11 GNU GCC libstdc++'s implementation of std::normal_distribution uses the Marsaglia polar method, as quoted from herein

reference ceres solver examples,then

// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2015 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
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//
// Author: [email protected] (Sameer Agarwal)
#ifndef CERES_EXAMPLES_RANDOM_H_
#define CERES_EXAMPLES_RANDOM_H_
#include <math.h>
#include <stdlib.h>
namespace ceres {
namespace examples {
// Return a random number sampled from a uniform distribution in the range
// [0,1].
inline double RandDouble() {
  double r = static_cast<double>(rand());
  return r / RAND_MAX;
}
// Marsaglia Polar method for generation standard normal (pseudo)
// random numbers http://en.wikipedia.org/wiki/Marsaglia_polar_method
inline double RandNormal() {
  double x1, x2, w;
  do {
    x1 = 2.0 * RandDouble() - 1.0;
    x2 = 2.0 * RandDouble() - 1.0;
    w = x1 * x1 + x2 * x2;
  } while ( w >= 1.0 || w == 0.0 );
  w = sqrt((-2.0 * log(w)) / w);
  return x1 * w;
}
}  // namespace examples
}  // namespace ceres
#endif  // CERES_EXAMPLES_RANDOM_H_