Random numbers from a normal distribution

random_normal.js

/*jslint node:true*/
"use strict";

function normal_random(mean, variance) {
  if (mean === undefined) {
    mean = 0.0;
  }
  if (variance === undefined) {
    variance = 1.0;
  }
  var V1, V2, S;
  do {
    var U1 = Math.random();
    var U2 = Math.random();
    V1 = 2 * U1 -1;
    V2 = 2 * U2 -1;
    S = V1 * V1 + V2 * V2;
  } while (S > 1);

  var X = 0;
  var Z = 0;

  X = Math.sqrt(-2 * Math.log(S) / S) * V1;
  //Y = Math.sqrt(-2 * Math.log(S) / S) * V2;
  Z = mean + Math.sqrt(variance) * X;
  //Y = mean + Math.sqrt(variance) * Y;
  return Z;
}
var i = 0;
var limit = 10000000;
//node normal_random.js  0.60s user 0.01s system 100% cpu 0.613 total

//var limit = 100000000;
//node normal_random.js  5.68s user 0.03s system 100% cpu 5.683 total

//var limit = 1000;

while (i < limit){
  //console.log(normal_random(100,100));
  var rq = normal_random(100,100);
  //normal_random();
  i += 1;
}