Random Number Generator

To the create the random number generator, I researched into existing algorithms. I decided to use Linear Congruential Generator, since it is the oldest, best-known, and easy to implement pseudorandom number generator algorithms. The implementation can be found here.

For generating gaussian distributed random number. I found different ways to achieve that from uniformly distributed random, such as Box-Muller transform and Ziggurat algorithm. I implemented the Box-Muller transform, code can be found here.