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authorJoe Hunkeler <jhunkeler@gmail.com>2015-08-11 16:51:37 -0400
committerJoe Hunkeler <jhunkeler@gmail.com>2015-08-11 16:51:37 -0400
commit40e5a5811c6ffce9b0974e93cdd927cbcf60c157 (patch)
tree4464880c571602d54f6ae114729bf62a89518057 /math/slalib/gresid.F__vms
downloadiraf-osx-40e5a5811c6ffce9b0974e93cdd927cbcf60c157.tar.gz
Repatch (from linux) of OSX IRAF
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+ 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