Function BoxMullerTransform

tensorflow/compiler/xla/client/lib/prng.cc:425–432

Implements the Box-Muller transform, which converts random floats in the range of [0, 1] from uniform distribution to normal distribution with mean 0 and variance 1. For more detail on the Box-Muller transform, see http://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform#Basic_form

// and variance 1. For more detail on the Box-Muller transform, see
// http://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform#Basic_form
std::pair<XlaOp, XlaOp> BoxMullerTransform(XlaOp x0, XlaOp x1) {
  // Do not send a really small number to log().
  XlaOp u1 = Max(x0, ScalarLike(x0, 1.0e-7f));

  XlaOp v1 = ScalarLike(x1, 2.0f * M_PI) * x1;
  XlaOp u2 = Sqrt(ScalarLike(u1, -2.0f) * Log(u1));
  return {Sin(v1) * u2, Cos(v1) * u2};
}

}  // namespace