Normal distribution

• Header: <vsmc/rng/normal01.h>
• Distribution: Standard Normal \( f(x) = \frac{1}{\sqrt{2\pi}} e^{-x^2/2} \)
• Method: Box-Muller

Types and functions

normal01_<N>x<W>_<F>;
void normal01_<N>x<W>_<F>_init (normal01_<N>x<W>_<F> *, cburng<N>x<W>_rng_t *, <FT> shape);
<FT> normal01_<N>x<W>_<F>_init (normal01_<N>x<W>_<F> *, cburng<N>x<W>_rng_t *);

Macros

NORMAL01_<N>x<W>
NORMAL01_<N>x<W>_INIT
NORMAL01_<N>x<W>_RAND

Examples

#define VSMC_HAS_OPENCL_DOUBLE 1
#include <vsmc/rng/normal01.h>

cburng4x32_rng_t rng;
cburng4x32_init(&rng);

double shape = 2;
normal01_4x32_53 rnorm_53;
normal01_4x32_53_init(&rnorm_53, &rng, shape);
double r_53 = normal01_4x32_53_rand(&rnorm_53, &rng);

NORMAL01_4x32 rnorm;
NORMAL01_4x32_INIT(&rnorm, &rng, shape);
double r = NORMAL01_4x32_RAND(&rnorm, &rng);