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author | Joseph Hunkeler <jhunkeler@gmail.com> | 2015-03-04 21:21:30 -0500 |
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committer | Joseph Hunkeler <jhunkeler@gmail.com> | 2015-03-04 21:21:30 -0500 |
commit | d54fe7c1f704a63824c5bfa0ece65245572e9b27 (patch) | |
tree | afc52015ffc2c74e0266653eecef1c8ef8ba5d91 /src/slalib/gresid.f_mips | |
download | calfuse-d54fe7c1f704a63824c5bfa0ece65245572e9b27.tar.gz |
Initial commit
Diffstat (limited to 'src/slalib/gresid.f_mips')
-rw-r--r-- | src/slalib/gresid.f_mips | 74 |
1 files changed, 74 insertions, 0 deletions
diff --git a/src/slalib/gresid.f_mips b/src/slalib/gresid.f_mips new file mode 100644 index 0000000..7f353f9 --- /dev/null +++ b/src/slalib/gresid.f_mips @@ -0,0 +1,74 @@ + REAL FUNCTION sla_GRESID (S) +*+ +* - - - - - - - +* G R E S I D +* - - - - - - - +* +* Generate pseudo-random normal deviate ( = 'Gaussian residual') +* (single precision) +* +* !!! Version for VAX/VMS and DECstation !!! +* +* Given: +* S real standard deviation +* +* The results of many calls to this routine will be +* normally distributed with mean zero and standard deviation S. +* +* The Box-Muller algorithm is used. This is described in +* Numerical Recipes, section 7.2. +* +* P.T.Wallace Starlink 14 October 1991 +* +* Copyright (C) 1995 Rutherford Appleton Laboratory +*- + + IMPLICIT NONE + + REAL S + + REAL X,Y,R,W,GNEXT,G + INTEGER ISEED + LOGICAL FIRST + + REAL RAN + + SAVE GNEXT,ISEED,FIRST + DATA ISEED / 123456789 / + DATA FIRST / .TRUE. / + + + +* Second normal deviate of the pair available? + IF (FIRST) THEN + +* No - generate two random numbers inside unit circle + R = 2.0 + DO WHILE (R.GE.1.0) + +* Generate two random numbers in range +/- 1 + X = 2.0*RAN(ISEED)-1.0 + Y = 2.0*RAN(ISEED)-1.0 + +* Try again if not in unit circle + R = X*X+Y*Y + END DO + +* Box-Muller transformation, generating two deviates + W = SQRT(-2.0*LOG(R)/MAX(R,1E-20)) + GNEXT = X*W + G = Y*W + +* Set flag to indicate availability of next deviate + FIRST = .FALSE. + ELSE + +* Return second deviate of the pair & reset flag + G = GNEXT + FIRST = .TRUE. + END IF + +* Scale the deviate by the required standard deviation + sla_GRESID = G*S + + END |