High Performance Computing 1
Gaussian
One further trick is useful: suppose that,
instead of picking uniform deviates x1 and x2 in the unit square, we instead pick v1 and v2 as the ordinate and
abscissa of a random point inside the unit circle around the origin.
Then the sum of their squares, R2 ≡ v12 + v22 is a uniform deviate, which
can be used for x1, while the angle that (v1, v2) defines with respect to the v1 axis can serve as the random
angle 2πx2.