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authorJoseph Hunkeler <jhunkeler@gmail.com>2015-03-04 21:21:30 -0500
committerJoseph Hunkeler <jhunkeler@gmail.com>2015-03-04 21:21:30 -0500
commitd54fe7c1f704a63824c5bfa0ece65245572e9b27 (patch)
treeafc52015ffc2c74e0266653eecef1c8ef8ba5d91 /src/slalib/gresid.f_sun4_Solaris
downloadcalfuse-d54fe7c1f704a63824c5bfa0ece65245572e9b27.tar.gz
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+ REAL FUNCTION sla_GRESID (S)
+*+
+* - - - - - - -
+* G R E S I D
+* - - - - - - -
+*
+* Generate pseudo-random normal deviate ( = 'Gaussian residual')
+* (single precision)
+*
+* !!! Sun 4 specific !!!
+*
+* 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.
+*
+* Called: RAND (a REAL function from the Sun Fortran Library)
+*
+* P.T.Wallace Starlink 14 October 1991
+*
+* Copyright (C) 1995 Rutherford Appleton Laboratory
+*-
+
+ IMPLICIT NONE
+
+ REAL S
+
+ REAL X,Y,R,W,GNEXT,G
+ LOGICAL FTF,FIRST
+
+ REAL RAND
+
+ SAVE GNEXT,FIRST
+ DATA FTF,FIRST / .TRUE.,.TRUE. /
+
+
+
+* First time through, initialise the random-number generator
+ IF (FTF) THEN
+ X = RAND(123456789)
+ FTF = .FALSE.
+ END IF
+
+* 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*RAND(0)-1.0
+ Y = 2.0*RAND(0)-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