Box-Muller implementation:
#include <cstdlib>
#include <cmath>
#include <ctime>
#include <iostream>
using namespace std;
// return a uniformly distributed random number
double RandomGenerator()
{
return ( (double)(rand()) + 1. )/( (double)(RAND_MAX) + 1. );
}
// return a normally distributed random number
double normalRandom()
{
double y1=RandomGenerator();
double y2=RandomGenerator();
return cos(2*3.14*y2)*sqrt(-2.*log(y1));
}
int main(){
double sigma = 82.;
double Mi = 40.;
for(int i=0;i<100;i++){
double x = normalRandom()*sigma+Mi;
cout << " x = " << x << endl;
}
return 0;
}