createCanvas(512, 300);

  background(0);

  let c=color(255,255,0);

  let r=new Float32Array(65536);

  for(let i=0;i<65536;i++){

     r[i]=random(-1,1);

  }

  for(let i=0;i<65536;i+=2){

    x=r[i]*127+128;

    y=r[i+1]*127+128;

    set(x,y,c);

  }

  wht(r);// Uniform distribution to Gaussian Distribution

  for(let i=0;i<65536;i+=2){

    x=r[i]*0.2+128+256;

    y=r[i+1]*0.2+128;

    set(x,y,c);

  }

  updatePixels();

  fill(255);

  text("Uniform to Gaussian random distribution via the Walsh Hadamard Transform.",2,270);

  text("Due to the central limit theorem applying to sum and or differences.",2,285);

}

​

// Fast Walsh Hadamard Transform

function wht(vec) {

  const n = vec.length;

  let hs = 1;

  while (hs < n) {

    let i = 0;

    while (i < n) {

      const j = i + hs;

      while (i < j) {

        var a = vec[i];

        var b = vec[i + hs];

        vec[i] = a + b;

        vec[i + hs] = a - b;

        i += 1;

      }

      i += hs;

    }

    hs += hs;

  }

}

​