move the math functions to a separate file; remove dependency on GSL due to license

src/utils.c

@@ -0,0 +1,52 @@
+#define M_SQRT1_2  0.707106781186547524401
+
+#include <math.h>
+#include <stdlib.h>
+
+double normalcdf(double z)
+{
+	/* https://www.johndcook.com/blog/cpp_phi/ */
+	double a1, a2, a3, a4, a5, p, t, y;
+	int sign;
+
+	a1 =  0.254829592;
+	a2 = -0.284496736;
+	a3 =  1.421413741;
+	a4 = -1.453152027;
+	a5 =  1.061405429;
+	p  =  0.3275911;
+
+	sign = 1;
+	if (z < 0)
+		sign = -1;
+	z = fabs(z) / pow(2, 0.5);
+	t = 1 / (1 + p * z);
+	y = 1 - (((((a5 * t + a4) * t) + a3) * t + a2) * t + a1) * t * exp(-z * z);
+	return 0.5 * (1 + sign * y);
+}
+
+double gaussrand()
+{
+	static double V1, V2, S;
+	static int phase = 0;
+	double X;
+
+	if (phase == 0) {
+		do {
+			double U1 = (double)rand() / RAND_MAX;
+			double U2 = (double)rand() / RAND_MAX;
+
+			V1 = 2 * U1 - 1;
+			V2 = 2 * U2 - 1;
+			S = V1 * V1 + V2 * V2;
+		} while (S >= 1 || S == 0);
+
+		X = V1 * sqrt(-2 * log(S) / S);
+	} else {
+		X = V2 * sqrt(-2 * log(S) / S);
+	}
+
+	phase = 1 - phase;
+
+	return X;
+}