1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
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
|
