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author | Joseph Hunkeler <jhunkeler@gmail.com> | 2015-07-08 20:46:52 -0400 |
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committer | Joseph Hunkeler <jhunkeler@gmail.com> | 2015-07-08 20:46:52 -0400 |
commit | fa080de7afc95aa1c19a6e6fc0e0708ced2eadc4 (patch) | |
tree | bdda434976bc09c864f2e4fa6f16ba1952b1e555 /math/slalib/gresid.F__vms | |
download | iraf-linux-fa080de7afc95aa1c19a6e6fc0e0708ced2eadc4.tar.gz |
Initial commit
Diffstat (limited to 'math/slalib/gresid.F__vms')
-rw-r--r-- | math/slalib/gresid.F__vms | 89 |
1 files changed, 89 insertions, 0 deletions
diff --git a/math/slalib/gresid.F__vms b/math/slalib/gresid.F__vms new file mode 100644 index 00000000..7cb318fb --- /dev/null +++ b/math/slalib/gresid.F__vms @@ -0,0 +1,89 @@ + 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 +* +* License: +* This program is free software; you can redistribute it and/or modify +* it under the terms of the GNU General Public License as published by +* the Free Software Foundation; either version 2 of the License, or +* (at your option) any later version. +* +* This program is distributed in the hope that it will be useful, +* but WITHOUT ANY WARRANTY; without even the implied warranty of +* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +* GNU General Public License for more details. +* +* You should have received a copy of the GNU General Public License +* along with this program (see SLA_CONDITIONS); if not, write to the +* Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, +* Boston, MA 02110-1301 USA +* +*- + + 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 |