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Box Muller transform in ruby
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| def boxMuller() | |
| u1, u2 = rand, rand | |
| z1 = Math.sqrt(- 2 * Math.log(u1)) * Math.cos(2 * u2 * Math::PI) | |
| z2 = Math.sqrt(- 2 * Math.log(u1)) * Math.sin(2 * u2 * Math::PI) | |
| [z1,z2] | |
| end | |
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