ASA066 is a MATLAB library which computes the cumulative density function of the standard normal distribution, by David Hill.
ASA066 is Applied Statistics Algorithm 66. Source code for many Applied Statistics Algorithms is available through STATLIB.
The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.
ASA066 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.
ASA111, a MATLAB library which evaluates the percentage points of the normal distribution.
ASA241, a MATLAB library which evaluates the percentage points of the normal distribution.
DCDFLIB, a FORTRAN90 library which evaluates and inverts a number of statistical distributions.
GSL, a C++ library which includes many routines for evaluating probability distributions.
NORMAL, a MATLAB library which samples the normal distribution.
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UNIFORM, a MATLAB library which samples the uniform distribution.
Original FORTRAN77 version by David Hill; MATLAB version by John Burkardt.
You can go up one level to the MATLAB source codes.