GAUSS.f90

!======================================================================!
SUBROUTINE GAUSS (Z, sigma)
!----------------------------------------------------------------------!
USE DOUBLE
!----------------------------------------------------------------------!
IMPLICIT NONE
!----------------------------------------------------------------------!
! https://software.intel.com/en-us/forums/intel-fortran-compiler/topic/
! 294465
!----------------------------------------------------------------------!
REAL(DP) :: Z, sigma, w, x1, x2, ran
!----------------------------------------------------------------------!
w = 0.0_DP
DO WHILE ((w >= 1.0_DP) .OR. (w == 0.0_DP))
 !---------------------------------------------------------------------!
 CALL RANDOM_NUMBER (ran)
 x1 = 2.0_DP * ran - 1.0_DP
 CALL RANDOM_NUMBER (ran)
 x2 = 2.0_DP * ran - 1.0_DP
 w = x1 * x1 + x2 * x2
 !---------------------------------------------------------------------!
END DO
w = sigma * SQRT ((-2.0_DP * LOG (w)) / w)
Z = x1 * w
!----------------------------------------------------------------------!
END SUBROUTINE GAUSS
!======================================================================!