SLA_GRESID - Gaussian Residual

ACTION:

Generate pseudo-random normal deviate or Gaussian residual.

CALL:

R = sla_GRESID (S)

GIVEN:

S

R

standard deviation

NOTES:

1. The results of many calls to this routine will be normally distributed with mean zero and standard deviation S.
2. The Box-Muller algorithm is used.
3. The implementation is machine-dependent.

REFERENCE:

Ahrens & Dieter, 1972. Comm.A.C.M. 15, 873.