Fix Box-Muller factor per issue ivanseidel#6

Per ivanseidel#6
drf5n · Mar 26, 2023 · fd2c218 · fd2c218
1 parent b7d1beb
commit fd2c218
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/Gaussian.h b/Gaussian.h
@@ -124,7 +124,7 @@ class Gaussian
 		double R1, R2;
 		R1 = ::random(MAX_VARIANCE)/(double)MAX_VARIANCE;
 		R2 = ::random(MAX_VARIANCE)/(double)MAX_VARIANCE;
-		return mean + variance * cos( 2 * M_PI * R1) * sqrt(-log(R2));
+		return mean + variance * cos( 2 * M_PI * R1) * sqrt(-2*log(R2));
 	}
 
 	virtual double plot(double x){