Generate random high quality random numbers conforming to Gaussian distribution

Generate random high quality random numbers conforming to Gaussian distribution

1. C# version

1.1. Use the following code (using MathNet.Numerics)

double[] createRandom(double mean, double stdDev, int sumCount)
        {
            Random rand = new Random();
            MathNet.Numerics.Distributions.Normal normalDist = new Normal(mean, stdDev);
            List<double> resultList = new List<double>();
            for (int index = 0; index < sumCount; index++)
                resultList.Add(normalDist.Sample());
            return resultList.ToArray();
        }

1.2. For custom implementation, please refer to ( https://www.itranslater.com/qa/details/2325740528148677632 )

Random rand = new Random(); //reuse this if you are generating many
double u1 = 1.0-rand.NextDouble(); //uniform(0,1] random doubles
double u2 = 1.0-rand.NextDouble();
double randStdNormal = Math.Sqrt(-2.0 * Math.Log(u1)) *Math.Sin(2.0 * Math.PI * u2); //random normal(0,1)
double randNormal = mean + stdDev * randStdNormal; //random normal(mean,stdDev^2)

2. C++ version

2.1, use boost_1_75_0 library

boost::normal_distribution<> nd(dAverage, dVariance);