version 1.1.1.1, 1999/09/28 21:26:21
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version 1.3, 2000/06/30 21:36:16
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/* another library of funtions to support the rand number generator |
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Copyright (C) 1992-2000 Michigan State University |
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The CAPA system is free software; you can redistribute it and/or |
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modify it under the terms of the GNU Library General Public License as |
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published by the Free Software Foundation; either version 2 of the |
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License, or (at your option) any later version. |
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The CAPA system is distributed in the hope that it will be useful, |
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but WITHOUT ANY WARRANTY; without even the implied warranty of |
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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Library General Public License for more details. |
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You should have received a copy of the GNU Library General Public |
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License along with the CAPA system; see the file COPYING. If not, |
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write to the Free Software Foundation, Inc., 59 Temple Place - Suite 330, |
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Boston, MA 02111-1307, USA. */ |
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#include "ranlib.h" |
#include "ranlib.h" |
#include <stdio.h> |
#include <stdio.h> |
Line 48 S10:
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Line 65 S10:
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S20: |
S20: |
if(!(min(aa,bb) > 1.0)) goto S100; |
if(!(min(aa,bb) > 1.0)) goto S100; |
/* |
/* |
Alborithm BB |
Algorithm BB |
Initialize |
Initialize |
*/ |
*/ |
if(qsame) goto S30; |
if(qsame) goto S30; |
Line 436 S20:
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Line 453 S20:
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S30: |
S30: |
return gennf; |
return gennf; |
} |
} |
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float gennor(float av,float sd) |
float gennor(float av,float sd) |
/* |
/* |
********************************************************************** |
********************************************************************** |
Line 458 float gennor(float av,float sd)
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Line 476 float gennor(float av,float sd)
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********************************************************************** |
********************************************************************** |
*/ |
*/ |
{ |
{ |
static float gennor; |
float gennor; |
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float tmp_f; |
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gennor = sd*snorm()+av; |
tmp_f = snorm(); |
return gennor; |
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gennor = sd*tmp_f+av; |
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return (gennor); |
} |
} |
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float capa_gennor(double *num_d, float av,float sd) |
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/* |
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********************************************************************** |
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float gennor(float av,float sd) |
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GENerate random deviate from a NORmal distribution |
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Function |
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Generates a single random deviate from a normal distribution |
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with mean, AV, and standard deviation, SD. |
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Arguments |
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av --> Mean of the normal distribution. |
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sd --> Standard deviation of the normal distribution. |
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Method |
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Renames SNORM from TOMS as slightly modified by BWB to use RANF |
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instead of SUNIF. |
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For details see: |
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Ahrens, J.H. and Dieter, U. |
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Extensions of Forsythe's Method for Random |
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Sampling from the Normal Distribution. |
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Math. Comput., 27,124 (Oct. 1973), 927 - 937. |
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********************************************************************** |
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*/ |
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{ |
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float gen_num; |
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float tmp_f; |
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tmp_f = snorm(); |
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gen_num = sd*tmp_f+av; |
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/* printf("SNORM()=%f,GENNOR()=%f,%f*%f+%f\n",tmp_f,gen_num,sd,tmp_f,av); */ |
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*num_d = (double)gen_num; |
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gen_num = (float)37.358341; |
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return (gen_num); |
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} |
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void genprm(long *iarray,int larray) |
void genprm(long *iarray,int larray) |
/* |
/* |
********************************************************************** |
********************************************************************** |
Line 1300 float ranf(void)
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Line 1358 float ranf(void)
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*/ |
*/ |
{ |
{ |
static float ranf; |
static float ranf; |
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long tmp_l; |
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double tmp_d; |
/* |
/* |
4.656613057E-10 is 1/M1 M1 is set in a data statement in IGNLGI |
4.656613057E-10 is 1/M1 M1 is set in a data statement in IGNLGI |
and is currently 2147483563. If M1 changes, change this also. |
and is currently 2147483563. If M1 changes, change this also. |
*/ |
*/ |
ranf = ignlgi()*4.656613057E-10; |
tmp_l = ignlgi(); |
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tmp_d = (double)tmp_l * (double)4.656613057E-10; |
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ranf = (float)tmp_d; |
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/* printf("RANF()=%f\n",ranf); */ |
return ranf; |
return ranf; |
} |
} |
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float capa_ranf(void) |
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/* |
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********************************************************************** |
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float ranf(void) |
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RANDom number generator as a Function |
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Returns a random floating point number from a uniform distribution |
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over 0 - 1 (endpoints of this interval are not returned) using the |
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current generator |
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This is a transcription from Pascal to Fortran of routine |
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Uniform_01 from the paper |
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L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package |
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with Splitting Facilities." ACM Transactions on Mathematical |
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Software, 17:98-111 (1991) |
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********************************************************************** |
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*/ |
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{ |
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float ran_f; |
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long my_ran; |
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double my_doub; |
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/* |
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4.656613057E-10 is 1/M1 M1 is set in a data statement in IGNLGI |
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and is currently 2147483563. If M1 changes, change this also. |
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*/ |
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my_ran = ignlgi(); |
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/* printf("MY_ignlgi=%ld -- first time\n",my_ran); */ |
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/* ran_f = my_ran * 4.656613057E-10; */ |
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my_doub = (double)my_ran * (double)4.656613057E-10; |
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printf("MY_ranf in double=%.15g -- first time\n",my_doub); |
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ran_f = (float)my_doub; |
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return (ran_f); |
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} |
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void setgmn(float *meanv,float *covm,long p,float *parm) |
void setgmn(float *meanv,float *covm,long p,float *parm) |
/* |
/* |
********************************************************************** |
********************************************************************** |