program program_01
implicit none
integer, parameter :: dp = kind(0.d0)
real(dp) :: a
integer :: i
print *, "Normal random numbers:"
do i = 1, 10
    call rand(a)
    print *, a
end do


contains

subroutine rand(x)
! Returns a psuedorandom scalar drawn from the standard normal distribution.
!
! [1] Marsaglia, G., & Bray, T. A. (1964). A Convenient Method for
!       Generating Normal Variables. SIAM Review, 6(3), 260–264.
real(dp), intent(out) :: x
logical, save :: first = .true.
real(dp), save :: u(2)
real(dp) :: r2
if (first) then
    do
        call random_number(u)
        u = 2*u - 1
        r2 = sum(u**2)
        if (r2 < 1 .and. r2 > 0) then
            exit
        end if
    end do
    u = u*sqrt((-2)*log(r2)/r2)
    x = u(1)
else
    x = u(2)
end if
first = .not. first
end subroutine rand


end program program_01
