erf_inv

float  erf_inv(float v)

The inverse of the Gauss error function.

erf_inv(erf(v)) = v = erf(erf_inv(v))

To generate a normally-distributed random number, n, with mean mu and standard deviation sigma, from a uniformly-distributed random number, u, between 0 and 1,

n = mu + sqrt(2)*sigma*erf_inv(2*u - 1)