/// <summary>
/// 乱数を生成する
/// 位置母数(location parameter) 0
/// 尺度母数(scale parameter) 1
/// </summary>
/// <returns></returns>
public double NextDouble()
{
retry_point:
double u1 = ud1.NextDouble();
double u2 = ud2.NextDouble();
if (u2 == 0.5)
{
goto retry_point;
}
double v1 = 2 * u1 - 1;
double v2 = 2 * u2 - 1;
double w = v1 * v1 + v2 * v2;
if (1 <= w)
{
goto retry_point;
}
double y = v1 / v2;
result = y;
return(result);
}
/// <summary>
/// 乱数を生成する
/// 標準偏差 1
/// </summary>
/// <returns></returns>
public double NextDouble()
{
retry_point:
double u1 = ud1.NextDouble();
double u2 = ud2.NextDouble();
double v = u1 * u1 + u2 * u2;
if (v <= 0 || 1 <= v)
{
goto retry_point;
}
double w = Math.Sqrt(-2 * Math.Log(v) / v);
double y1 = u1 * w;
double y2 = u2 * w;
if (even)
{
result = y1;
even = false;
}
else
{
result = y2;
even = true;
}
return(result);
}
/// <summary>
/// 乱数を生成する
/// 平均値 0
/// 標準偏差 1
/// </summary>
/// <returns></returns>
public double NextDouble()
{
retry_point:
double u1 = ud1.NextDouble();
double u2 = ud2.NextDouble();
double v1 = 2 * u1 - 1;
double v2 = 2 * u2 - 1;
double v = v1 * v1 + v2 * v2;
if (v <= 0 || 1 <= v)
{
goto retry_point;
}
double w = Math.Sqrt(-2 * Math.Log(v) / v);
double y1 = v1 * w;
double y2 = v2 * w;
if (even)
{
result = y1;
even = false;
}
else
{
result = y2;
even = true;
}
result = Math.Exp(result);
return(result);
}