diff --git a/doc/src/sgml/func.sgml b/doc/src/sgml/func.sgml
index e57ffce971..c467e73c2f 100644
--- a/doc/src/sgml/func.sgml
+++ b/doc/src/sgml/func.sgml
@@ -1815,6 +1815,27 @@ repeat('Pg', 4) PgPgPgPg
+
+
+
+ random_normal
+
+
+ random_normal (
+ mean double precision
+ , stddev double precision )
+ double precision
+
+
+ Returns a random value from a normal distribution, with default
+ mean of 0.0 and default stddev of 1.0.
+
+
+ random_normal(0.0, 1.0)
+ 0.051285419
+
+
+
@@ -1824,7 +1845,8 @@ repeat('Pg', 4) PgPgPgPg
void
- Sets the seed for subsequent random() calls;
+ Sets the seed for subsequent random() and
+ random_normal() calls;
argument must be between -1.0 and 1.0, inclusive
diff --git a/src/backend/catalog/system_functions.sql b/src/backend/catalog/system_functions.sql
index 52517a6531..c800fdea90 100644
--- a/src/backend/catalog/system_functions.sql
+++ b/src/backend/catalog/system_functions.sql
@@ -620,6 +620,13 @@ CREATE OR REPLACE FUNCTION
STABLE PARALLEL SAFE
AS 'sql_localtimestamp';
+CREATE OR REPLACE FUNCTION
+ random_normal(mean float8 DEFAULT 0.0, stddev float8 DEFAULT 1.0)
+RETURNS float8
+LANGUAGE INTERNAL
+STRICT VOLATILE PARALLEL SAFE
+AS 'drandom_normal';
+
--
-- The default permissions for functions mean that anyone can execute them.
-- A number of functions shouldn't be executable by just anyone, but rather
diff --git a/src/backend/utils/adt/float.c b/src/backend/utils/adt/float.c
index da97538ebe..6149200598 100644
--- a/src/backend/utils/adt/float.c
+++ b/src/backend/utils/adt/float.c
@@ -2743,14 +2743,9 @@ datanh(PG_FUNCTION_ARGS)
}
-/*
- * drandom - returns a random number
- */
-Datum
-drandom(PG_FUNCTION_ARGS)
+static void
+drandom_check_default_seed()
{
- float8 result;
-
/* Initialize random seed, if not done yet in this process */
if (unlikely(!drandom_seed_set))
{
@@ -2770,6 +2765,17 @@ drandom(PG_FUNCTION_ARGS)
}
drandom_seed_set = true;
}
+}
+
+/*
+ * drandom - returns a random number
+ */
+Datum
+drandom(PG_FUNCTION_ARGS)
+{
+ float8 result;
+
+ drandom_check_default_seed();
/* pg_prng_double produces desired result range [0.0 - 1.0) */
result = pg_prng_double(&drandom_seed);
@@ -2777,6 +2783,35 @@ drandom(PG_FUNCTION_ARGS)
PG_RETURN_FLOAT8(result);
}
+/*
+ * random_normal - returns a random number from the a normal distribution
+ *
+ */
+Datum
+drandom_normal(PG_FUNCTION_ARGS)
+{
+ float8 z, result;
+ float8 mean = 0.0;
+ float8 stddev = 1.0;
+
+ /* Read optional stddev */
+ if (PG_NARGS() >= 2)
+ stddev = PG_GETARG_FLOAT8(1);
+
+ /* Read optional mean */
+ if (PG_NARGS() >= 1)
+ mean = PG_GETARG_FLOAT8(0);
+
+ drandom_check_default_seed();
+
+ /* Get random value from standard normal(mean = 0.0, stddev = 1.0) */
+ z = pg_prng_double_normal(&drandom_seed);
+ /* Transform the normal standard variable (z) */
+ /* using the target normal distribution parameters */
+ result = (stddev * z) + mean;
+
+ PG_RETURN_FLOAT8(result);
+}
/*
* setseed - set seed for the random number generator
diff --git a/src/common/pg_prng.c b/src/common/pg_prng.c
index 3d2f42724e..bebdae1ca0 100644
--- a/src/common/pg_prng.c
+++ b/src/common/pg_prng.c
@@ -20,6 +20,7 @@
#include "c.h"
#include /* for ldexp() */
+#include /* for DBL_EPSILON */
#include "common/pg_prng.h"
#include "port/pg_bitutils.h"
@@ -245,3 +246,30 @@ pg_prng_bool(pg_prng_state *state)
return (bool) (v >> 63);
}
+
+
+/*
+ * Select a random double from the normal distribution with
+ * mean = 0.0 and stddev = 1.0.
+ *
+ * To get a result for a different normal distribution use
+ * STDDEV * pg_prng_double_normal + MEAN
+ *
+ * Using https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform
+ */
+double
+pg_prng_double_normal(pg_prng_state *state)
+{
+ double u1, u2, z0;
+ /* Ensure u1 is at least as big as epsilon */
+ do
+ {
+ u1 = pg_prng_double(state);
+ }
+ while (u1 <= DBL_EPSILON);
+ u2 = pg_prng_double(state);
+
+ /* Apply Box-Muller calculation for one normal-valued output */
+ z0 = sqrt(-2.0 * log(u1)) * cos(2.0 * M_PI * u2);
+ return z0;
+}
diff --git a/src/include/catalog/pg_proc.dat b/src/include/catalog/pg_proc.dat
index f9301b2627..f1633d476c 100644
--- a/src/include/catalog/pg_proc.dat
+++ b/src/include/catalog/pg_proc.dat
@@ -3362,6 +3362,10 @@
{ oid => '1599', descr => 'set random seed',
proname => 'setseed', provolatile => 'v', proparallel => 'r',
prorettype => 'void', proargtypes => 'float8', prosrc => 'setseed' },
+{ oid => '5151', descr => 'random value from normal distribution',
+ proname => 'random_normal', provolatile => 'v', proparallel => 'r',
+ prorettype => 'float8', proargtypes => 'float8 float8',
+ proargnames => '{mean,stddev}', prosrc => 'drandom_normal' },
# OIDS 1600 - 1699
diff --git a/src/include/common/pg_prng.h b/src/include/common/pg_prng.h
index d9895b495c..5b3ef7cd83 100644
--- a/src/include/common/pg_prng.h
+++ b/src/include/common/pg_prng.h
@@ -55,6 +55,7 @@ extern uint32 pg_prng_uint32(pg_prng_state *state);
extern int32 pg_prng_int32(pg_prng_state *state);
extern int32 pg_prng_int32p(pg_prng_state *state);
extern double pg_prng_double(pg_prng_state *state);
+extern double pg_prng_double_normal(pg_prng_state *state);
extern bool pg_prng_bool(pg_prng_state *state);
#endif /* PG_PRNG_H */