C#普通随机数[重复]

请参阅此CodeProject文章: Simple Random Number Generation 该代码非常短,它从均匀分布、正态分布和指数分布中生成样本。

您可能会感兴趣 Math.NET ,特别是Numerics软件包。

警告

这里有一些C返回两个值(rand1和rand2),只是因为算法有效地做到了这一点 Box-Muller transform .

void RandVal (double mean1, double sigma1, double *rand1, double mean2, double sigma2, double *rand2)
{
double u1, u2, v1, v2, s, z1, z2;

do {
    u1 = Random (0., 1.);  // a uniform random number from 0 to 1
    u2 = Random (0., 1.);
    v1 = 2.*u1 - 1.;
    v2 = 2.*u2 - 1.;
    s = v1*v1 + v2*v2;
} while (s > 1. || s==0.); 

z1 = sqrt (-2.*log(s)/s)*v1;
z2 = sqrt (-2.*log(s)/s)*v2;
*rand1 = (z1*sigma1 + mean1);
*rand2 = (z2*sigma2 + mean2);
return;

}

.NET random number generators and distributions

很抱歉,我没有你的代码,但我可以为你指出 some algorithms on Wikipedia 我猜你选择的算法取决于你想要它有多准确,需要多快。

Random rand = new Random();
double normRand  = alglib.invnormaldistribution(rand.NextDouble())

根据需要按mu和sigma进行缩放。
www.alglib.net

从第二位答案

    public static double GenerateRandomVariant(double mean,double deviation,System.Random rand=null, int factor=1)
    {

        rand = rand ?? new Random();
        double randNormal=(MathNet.Numerics.Distributions.Normal.Sample(rand, mean , deviation));
        return factor * randNormal;

    }

Box Mueller变换

通过链接从顶部回答(快两倍?)

Random Gaussian Variables

    public static double GenerateRandomVariant(double mean, double deviation, System.Random rand=null, int factor = 1)
    {
        rand = rand ?? new Random();
        double u1 = 1.0 - rand.NextDouble(); //uniform(0,1] random doubles
        double u2 = 1.0 - rand.NextDouble();
        double randStdNormal = Math.Sqrt(-2.0 * Math.Log(u1)) *
                     Math.Sin(2.0 * Math.PI * u2); //random normal(0,1)
        double randNormal=(
                     mean +  deviation * randStdNormal); //random normal(mean,stdDev^2)
        return randNormal * factor;
    }

这 MetaNumerics http://metanumerics.codeplex.com/ .

我知道这篇文章有点旧,但我想分享我昨天创建的一个小项目。 我认为更简单的方法是使用C++11并在托管C++中创建一个.dll。 有一个 link 指向源代码和包含已编译dll的zip。

// NormalDistributionRandom.h
#include <random>

#pragma once

using namespace System;

namespace NormalDistribution 
{

    class _NormalDistributionRandom
    {
        std::default_random_engine engine;
        std::normal_distribution<double> distribution;

    public:
        _NormalDistributionRandom(double mean, double deviation) : distribution(mean, deviation)
        {
        }

        double Next()
        {
            return distribution(engine);
        }
    };

    public ref class NormalDistributionRandom
    {
    private:

        void* Distribution;

    public:

        NormalDistributionRandom( double mean, double deviation)
        {
            Distribution = new _NormalDistributionRandom(mean, deviation);
        }

        double Next()
        {
            return ((_NormalDistributionRandom*)Distribution)->Next();
        }
        ~NormalDistributionRandom()
        {
            this->!NormalDistributionRandom();
        }
    protected:
        !NormalDistributionRandom()
        {
            if (Distribution != nullptr)
            {
                delete (_NormalDistributionRandom*)Distribution;
                Distribution = nullptr;
            }
        }
    };

}