GaussianNoise.cs

    class GaussianNoise
    {
        double z0, z1;
        bool generate;
        Random random;

        public GaussianNoise()
        {
            random = new Random();
        }

        public GaussianNoise(Random random)
        {
            if (random == null)
                throw new ArgumentNullException();

            this.random = random;
        }

        public double Generate(double average = 0.0, double variance = 1.0)
        {
            const double twoPi = 2.0 * Math.PI;

            generate = !generate;

            if (!generate)
                return z1 * variance + average;

            double u1, u2;
            do
            {
                u1 = random.NextDouble();
                u2 = random.NextDouble();
            } while (u1 <= Double.Epsilon);

            var v1 = Math.Sqrt(-2.0 * Math.Log(u1));
            var v2 = twoPi * u2;
            z0 = v1 * Math.Cos(v2);
            z1 = v1 * Math.Sin(v2);

            return z0 * variance + average;
        }
    }