dspl/randn_8c_source.html

/*

* Copyright (c) 2015-2024 Sergey Bakhurin

* Digital Signal Processing Library [http://dsplib.org]

*

* This file is part of libdspl-2.0.

*

* is free software: you can redistribute it and/or modify

* it under the terms of the GNU Lesser    General Public License as published by

* the Free Software Foundation, either version 3 of the License, or

* (at your option) any later version.

*

* DSPL 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 Lesser General Public License

* along with Foobar.    If not, see <http://www.gnu.org/licenses/>.

*/


#include <stdlib.h>

#include <math.h>

#include <time.h>


#include "dspl.h"

#include "randomgen.h"


#ifdef DOXYGEN_ENGLISH


#endif

#ifdef DOXYGEN_RUSSIAN


#endif

int DSPL_API randn(double* x, int n, double mu, double sigma, random_t* prnd)

{

    int k, m;

    double x1[RAND_BUFSIZE], x2[RAND_BUFSIZE];

    int res;

    if(!x)

        return ERROR_PTR;


     if(n<1)

        return ERROR_SIZE;


    if(sigma < 0.0)

        return ERROR_RAND_SIGMA;


    k=0;

    while(k < n)

    {

        if((res = randu(x1, RAND_BUFSIZE, prnd)) != RES_OK)

            goto exit_label;

        if((res = randu(x2, RAND_BUFSIZE, prnd)) != RES_OK)

            goto exit_label;

        m = 0;

        while(k < n && m < RAND_BUFSIZE)

        {

            if(x1[m] != 0.0)

            {

                x[k] = sqrt(-2.0*log(x1[m]))*cos(M_2PI*x2[m])*sigma + mu;

                k++;

                m++;

            }

        }

    }


    res = RES_OK;

exit_label:

    return res;

}