GaussianDistributionSampler.swift

extension Float32 {
    public static func gaussianRandomPair(using generator: inout some RandomNumberGenerator) -> (Float32, Float32) {
        let u1 = Float.random(in: 0..<1, using: &generator)
        let u2 = Float.random(in: 0..<1, using: &generator)
        
        let r = sqrt(-2 * log(u1))
        let theta = 2 * Float.pi * u2
        
        let z0 = r * cos(theta)
        let z1 = r * sin(theta)
        
        return (z0, z1)
    }
}

public struct GaussianDistributionSampler {
    public init() {}
    var extra: Float?
    
    public mutating func next(using generator: inout some RandomNumberGenerator) -> Float {
        if let extra {
            self.extra = nil
            return extra
        } else {
            let (first, second) = Float.gaussianRandomPair(using: &generator)
            self.extra = second
            return first
        }
    }
}