C language using the central limit theorem gaussian white noise

#include<windows.h>
#include<stdio.h>
#include<time.h>
#include<stdlib.h>
#include<math.h>
#define M 1000 //产生1000个点
#define N_perpoint 1000  //每产生1000个高斯点中的一个点需要50个均匀分布的随机数。这个数越大越精确
#define MeanNeed 1   //MeanNeed  : the expected value of mean of generated gauss series
#define SigmaNeed sqrt(2.0)  //SigmaNeed : the expected value of sigma of generated gauss series

void main (){
	float    x[N_perpoint],gauss[M],mean=0,sigma=0;
	int      n,i,stime;
	long     ltime;
	for(i=0;i<M;i++)
		gauss[i]=0;
	for(i=0;i<M;i++)
	{
		ltime=time(NULL);
		stime=(unsigned int)ltime;
		stime=stime+i;
		srand(stime);
		for(n=0;n<N_perpoint;n++)
			x[n]=0;
		for(n=0;n<N_perpoint;n++)
		{  x[n]=(float)rand()/RAND_MAX;
		gauss[i]=gauss[i]+(float)sqrt((float)12/N_perpoint)*x[n];
		}
		gauss[i]=gauss[i]-(float)sqrt((float)12/N_perpoint)*(N_perpoint/2);
		gauss[i]=(float)(MeanNeed+SigmaNeed*gauss[i]);
		mean=mean+gauss[i]/M;
	}
	for(i=0;i<M;i++)
		sigma=sigma+(gauss[i]-mean)*(gauss[i]-mean)/M;
	printf("%lf , %lf ", mean , sigma) ;
}
Code non-original author Zhao Hui.

Reproduced in: https: //my.oschina.net/itfanr/blog/195684

Guess you like

Origin blog.csdn.net/weixin_33890526/article/details/91799535
Recommended