Random number generator of normal (Gaussian) distribution with parameters
s. You can obtain any successive random number
xof the standard normal distribution according to the formula
2are a pair of successive random numbers uniformly distributed over the interval (0, 1). For details, see [Box58].
The normal distribution with the parameters
sis transformed to the random number
yby scaling and the shift
y = sx+a.
See Intel® oneAPI Math Kernel Library Vector Statistics Random Number Generator Performance Data for test results summary.