正态分布随机数C++程序

　　使用Box–Muller算法生成符合正态分布（高斯分布）的随机数，C++代码如下：

#include 
#include 
#include 
#include 
#include  
using namespace std;
double generateGaussianNoise(double mu, double sigma)
{
    static const double epsilon = std::numeric_limits::min();
    static const double two_pi = 2.0*3.14159265358979323846;
    double u1, u2;
    do
    {
        u1 = rand() * (1.0 / RAND_MAX);
        u2 = rand() * (1.0 / RAND_MAX);
    }
    while (u1 <= epsilon);

    double z0,z1;
    z0 = sqrt(-2.0 * log(u1)) * cos(two_pi * u2);
    z1 = sqrt(-2.0 * log(u1)) * sin(two_pi * u2);

    return z0 * sigma + mu;
}
void main()
{
    srand((unsigned)time(NULL));
    unsigned int con=10000;
    FILE *fp;
    fp=fopen("C:\\Users\\Administrator\\Desktop\\data.txt","w");
    for(int i=0;i

　　验证代码（Mathematica）如下：

SetDirectory[NotebookDirectory[]];
data = Flatten@Import["data.txt", "Data"];
Show[Histogram[data, 50, "ProbabilityDensity"],Plot[PDF[NormalDistribution[0, 8], x], {x, -30, 30}, 
PlotStyle -> Thick, PlotRange -> All]]

　　计算结果如下，黄色直方图为C++程序生成的数据，蓝色曲线为正态分布曲线，二者吻合，证明C++程序正确。