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Diffstat (limited to 'Utilib/src/RANDDN.f')
| -rw-r--r-- | Utilib/src/RANDDN.f | 78 |
1 files changed, 78 insertions, 0 deletions
diff --git a/Utilib/src/RANDDN.f b/Utilib/src/RANDDN.f new file mode 100644 index 0000000..823cb36 --- /dev/null +++ b/Utilib/src/RANDDN.f @@ -0,0 +1,78 @@ +*DECK RANDDN + SUBROUTINE RANDDN(ISEED,NRAND,DRANDN) +* +*----------------------------------------------------------------------- +* +*Purpose: +* This subroutine generates pseudo-random numbers +* from a normal distribution of width 1 centered at 0.0. +* +* +*Copyright: +* Copyright (C) 2008 Ecole Polytechnique de Montreal +* +*Author(s): G. Marleau +* +*Parameters: input +* ISEED the seed for the generation of random numbers. +* NRAND number of random number requested. +* +*Parameters: ouput +* DRANDN random numbers between picked from +* a normal distribution of width 1 centered at 0 . +* +*Reference: +* Box-Muller method. +* +*----------------------------------------------------------------------- +* + IMPLICIT NONE +*---- +* SUBROUTINE ARGUMENTS +*---- + INTEGER ISEED,NRAND + DOUBLE PRECISION DRANDN(NRAND) +*---- +* Parameters +*---- + DOUBLE PRECISION TWOPI + PARAMETER (TWOPI=6.283185307179586D0) +*---- +* LOCAL VARIABLES +*---- + INTEGER IRAND,NSTEP,ISTEP + DOUBLE PRECISION DXRAND(2),DSRAND +*---- +* Saved variables +*---- + INTEGER INEXT + DOUBLE PRECISION DLAST + SAVE INEXT,DLAST + DATA INEXT/0/ + DATA DLAST/0.0D0/ +*---- +* Pick 2 random numbers +*---- + NSTEP=(NRAND-INEXT)/2 + IF(INEXT .EQ. 1) THEN + DRANDN(INEXT)=DLAST + ENDIF + IRAND=INEXT+1 + DO ISTEP=1,NSTEP + CALL RANDD(ISEED,2,DXRAND) + DSRAND=SQRT(-2*LOG(DXRAND(1))) + DRANDN(IRAND)=DSRAND*COS(TWOPI*DXRAND(2)) + DRANDN(IRAND+1)=DSRAND*SIN(TWOPI*DXRAND(2)) + IRAND=IRAND+2 + ENDDO + IF(MOD(NRAND-INEXT,2) .EQ. 1) THEN + CALL RANDD(ISEED,2,DXRAND) + DSRAND=SQRT(-2*LOG(DXRAND(1))) + DRANDN(IRAND)=DSRAND*COS(TWOPI*DXRAND(2)) + DLAST=DSRAND*SIN(TWOPI*DXRAND(2)) + INEXT=1 + ELSE + INEXT=0 + ENDIF + RETURN + END |