NORRAN
      SUBROUTINE NORRAN(N,ISTART,X)
  
PURPOSE--This subroutine generates a random sample of size N
         from the the normal (gaussian) distribution with
         MEAN = 0 and STANDARD DEVIATION = 1.  This distribution
         is defined for all X and has the probability density
         function F(X) = (1/SQRT(2*PI))*EXP(-X*X/2).
INPUT  ARGUMENTS--N      = The desired integer number of random
                           numbers to be generated.
                --ISTART = An integer flag code which (if set to
                           0) will start the generator over and
                           hence produce the same random sample
                           over and over again upon successive
                           calls to this subroutine within a
                           run; or (if set to some integer value
                           not equal to 0, like, say, 1) will
                           allow the generator to continue from
                           where it stopped and hence produce
                           different random samples upon
                           successive calls to this subroutine
                           within a run.
OUTPUT ARGUMENTS--X      = A single precision vector (of
                           dimension at least N) into which the
                           generated random sample will be placed.
OUTPUT--A random sample of size N from the normal distribution
        with MEAN = 0 and STANDARD DEVIATION = 1.
PRINTING--None unless an input argument error condition exists.
RESTRICTIONS--There is no restriction on the maximum value of N
              for this subroutine.
OTHER DATAPAC   SUBROUTINES NEEDED--UNIRAN.
FORTRAN LIBRARY SUBROUTINES NEEDED--ALOG, SQRT, SIN, COS.
MODE OF INTERNAL OPERATIONS--Single precision.
LANGUAGE--ANSI FORTRAN.
METHOD--Box-Muller Algorithm.
REFERENCES--Box and Muller, 'A Note on the Generation
            of Random Normal Deviates', Journal of the
            Assiciation for Computing Machinery, 1958,
            Pages 610-611.
          --Tocher, The Art of Simulation, 1963, Pages 33-34.
          --Hammersley and Handcomb Monte Carlo Methods,
            1964, Page 39.
          --Johnson and Kotz, Continuous Univariate
            Distributions--1, 1970, Pages 40-111.
WRITTEN BY--James J. Filliben
            Statistical Engineering Laboratory (205.03)
            National Bureau of Standards
            Gaithersburg, MD  20899
            Phone--  301-921-2315
ORIGINAL VERSION--June      1972.
UPDATED         --September 1975.
UPDATED         --November  1975.
UPDATED         --July      1976.