V100 Random Numbers in Normal Distribution

OBSOLETE

Please note that this routine has been obsoleted in CNL 215. Users are advised not to use it any longer and to replace it in older programs. No maintenance for it will take place and it will eventually disappear.
Suggested replacement: RNORML or RNORMX (V120)

RANNOR generates pairs of independent random numbers in normal distribution with zero mean and unit variance. RANNOR is considerably slower than NORRAN (V101) and should not be used to generate single random numbers.

Structure:

SUBROUTINE subprogram
User Entry Names: RANNOR
External References: RNDM (V104)

Usage:

    CALL RANNOR(A,B)

Method:

The routine generates two independent normal deviates, a and b, with each execution:

$a$	$=$	$sin(2\pi x)-2\; lny$
$b$	$=$	$cos(2\pi x)-2\; lny,$

where x and y are random numbers, uniformly distributed in (0,1), obtained from RNDM (V104).

References:

1. Box and Muller, Ann. Math. Statistics 29 (1958).

V101