Algorithm 712

Algorithm 712: A normal random number generator. The FORTRAN function RANDN returns normally distributed pseudorandom numbers with zero mean and unit standard deviation. The algorithm uses the ratio of uniform deviates method of A. J. Kinderman and J. F. Monahan [ibid. 3, 257-260 (1977; Zbl 0387.65006)] augmented with quadratic bounding curves [cf. the author, ibid. 18, No. 4, 449-453 (1992; reviewed above)].

This software is also peer reviewed by journal TOMS.

Keywords for this software

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