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subroutine da_gauss_noise( z) 5,2
!-----------------------------------------------------------------------
! Purpose: TBD
!-----------------------------------------------------------------------
implicit none
real,intent(out) :: z
real :: x, y, r, coeff
if (trace_use) call da_trace_entry
("da_gauss_noise")
! [2.1] Get two uniform variate random numbers in range 0 to 1:
do
call random_number( x)
call random_number( y)
! [2.2] Transform to range -1 to 1 and calculate sum of squares:
x = 2.0 * x - 1.0
y = 2.0 * y - 1.0
r = x * x + y * y
if (r > 0.0 .and. r < 1.0) exit
end do
! [2.3] use Box-Muller transformation to get normal deviates:
coeff = sqrt( -2.0 * log(r) / r)
z = coeff * x
if (trace_use) call da_trace_exit("da_gauss_noise")
end subroutine da_gauss_noise