I want to generate an awk function that generated a Gaussian distributed set of random numbers. I need to implement the thing below in awk. Rnd is just a uniform random number between 0 and 1
function rgaussian(r1, r2) {
Do
v1 = 2 * Rnd - 1
v2 = 2 * Rnd - 1
rsq = v1 * v1 + v2 * v2
Loop Until rsq <= 1
fac = Sqr(-2 * Log(rsq) / rsq)
r1 = v2 * fac
r2 = v1 * fac
}