Generating a Random Field with Normal Distribution

Date: 08/07/2005 at 07:39:21
From: vadivelan
Subject: Random field + Normal distribution

I am working with OpenSource GIS, and in this application I would like
to generate a random field n*m matrix (within the range -x to +x) with 
mean as zero and standard deviation as x, as in a normal distribution. 

Date: 08/09/2005 at 16:48:25
From: Doctor George
Subject: Re: Random field + Normal distribution

Hi Vadivelan,

Thanks for writing to Doctor Math.

To generate independent normally distributed random numbers you need a
good uniform random number generator and the Box-Muller transformation.

Here is a link to a very good generator called the Mersenne Twister:

  http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html 

An Internet search will turn up plenty of information on the
Box-Muller transformation.  Look in particular for a variation called
the polar method.

If you need to generate correlated random numbers that will require a
longer discussion.

Write again if you need more help.

- Doctor George, The Math Forum
  http://mathforum.org/dr.math/