Sample Truncated Normal.cpp

// Sample from a normal distribution, truncated between -1 and 1

double MultiObjectiveCompactDifferentialEvolution::sampleValue(double mu, double sigma) {
	if (sigma < 1e-8) // Should avoid infinity error below
		return mu;
	
	try {
		double sqrt2Sigma = SQRT_2 * sigma;
		double erfMuNeg = boost::math::erf((mu - 1) / sqrt2Sigma);
		double erfMuPlus = boost::math::erf((mu + 1) / sqrt2Sigma);
		
		double u = randreal();
		double C = - boost::math::erf((mu + 1) / sqrt2Sigma) / (erfMuNeg - erfMuPlus);
		return mu - sqrt2Sigma * boost::math::erf_inv((u - C) * (erfMuNeg - erfMuPlus));
    
	} catch (exception& e) {
    
		cerr << "ERROR: Sampling method failed! mu: " << mu << ", sigma: " << sigma << ". Got: " << e.what() << endl;
    
	}
	
	return mu; // Safer guess
}

One usage of truncated normal is
https://www.researchgate.net/publication/257680252_Compact_Differential_Evolution_Light_High_Performance_Despite_Limited_Memory_Requirement_and_Modest_Computational_Overhead