
Gaussian White Noise
References : Posted by remage[AT]netposta.hu
Notes : SOURCE:
Steven W. Smith:
The Scientist and Engineer's Guide to Digital Signal Processing
http://www.dspguide.com
Code : #define PI 3.1415926536f
float R1 = (float) rand() / (float) RAND_MAX;
float R2 = (float) rand() / (float) RAND_MAX;
float X = (float) sqrt( 2.0f * log( R1 )) * cos( 2.0f * PI * R2 );

Comments
Added on : 27/08/02 by pan[at]spinningkids[ DOT ]org Comment : The previous one seems better for me, since it requires only a rand, half log and half sqrt per sample.
Actually, I used that one, but I can't remember where I found it, too. Maybe on Knuth's book.

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