source: proiecte/ParallelANN/BCMToolbox/Math.cs @ 171

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace BCMToolbox
{
    public static class MathToolbox
    {
        static Random r = new Random();
        // returns a random gaussian with mean 0 and sigma 1
        public static double GetRandomGaussian()
        {
            double x1, x2, w, y1, y2;

            do
            {
                x1 = 2.0 * r.NextDouble() - 1.0;
                x2 = 2.0 * r.NextDouble() - 1.0;
                w = x1 * x1 + x2 * x2;
            } while (w >= 1.0);

            w = Math.Sqrt((-2.0 * Math.Log(w, Math.E)) / w);
            y1 = x1 * w;
            y2 = x2 * w;
            return y1;
        }

        public static Func<double, double> Sigmoid
        {
            get
            {
                return x => 1 / (1 + Math.Exp(-x));
            }
        }

        public static Func<double, double> InverseSigmoid
        {
            get
            {
                return (y => -Math.Log((1 - y) / y, Math.E));
            }
        }
    }
}