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1 SUMMARY OF ROUTINES IN RANDLIB |
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2 |
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3 0. Base Level Routines to Set and Obtain Values of Seeds |
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4 |
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5 (These should be the only base level routines used by those who don't |
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6 need multiple generators with blocks of numbers.) |
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7 |
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8 C********************************************************************** |
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9 C |
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10 C SUBROUTINE SETALL(ISEED1,ISEED2) |
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11 C SET ALL random number generators |
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12 C INTEGER ISEED1, ISEED2 |
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13 C |
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14 C********************************************************************** |
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15 C********************************************************************** |
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16 C |
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17 C SUBROUTINE GETSD(ISEED1,ISEED2) |
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18 C GET SeeD |
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19 C INTEGER ISEED1, ISEED2 |
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20 C |
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21 C Returns the value of two integer seeds of the current generator |
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22 C in ISEED1, ISEED2 |
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23 C |
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24 C********************************************************************** |
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25 |
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26 I. Higher Level Routines |
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27 |
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28 C********************************************************************** |
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29 C |
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30 C REAL FUNCTION GENBET( A, B ) |
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31 C GeNerate BETa random deviate |
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32 C REAL A,B |
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33 C |
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34 C Returns a single random deviate from the beta distribution with |
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35 C parameters A and B. The density of the beta is |
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36 C x^(a-1) * (1-x)^(b-1) / B(a,b) for 0 < x < 1 |
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37 C |
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38 C********************************************************************** |
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39 C********************************************************************** |
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40 C |
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41 C REAL FUNCTION GENCHI( DF ) |
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42 C Generate random value of CHIsquare variable |
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43 C REAL DF |
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44 C |
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45 C Generates random deviate from the distribution of a chisquare |
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46 C with DF degrees of freedom random variable. |
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47 C |
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48 C********************************************************************** |
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49 C********************************************************************** |
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50 C |
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51 C REAL FUNCTION GENEXP( AV ) |
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52 C GENerate EXPonential random deviate |
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53 C REAL AV |
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54 C |
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55 C Generates a single random deviate from an exponential |
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56 C distribution with mean AV. |
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57 C |
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58 C********************************************************************** |
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59 C********************************************************************** |
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60 C |
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61 C REAL FUNCTION GENF( DFN, DFD ) |
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62 C GENerate random deviate from the F distribution |
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63 C REAL DFN, DFD |
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64 C |
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65 C Generates a random deviate from the F (variance ratio) |
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66 C distribution with DFN degrees of freedom in the numerator |
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67 C and DFD degrees of freedom in the denominator. |
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68 C |
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69 C********************************************************************** |
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70 C********************************************************************** |
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71 C |
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72 C REAL FUNCTION GENGAM( A, R ) |
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73 C GENerates random deviates from GAMma distribution |
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74 C REAL A, R |
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75 C |
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76 C Generates random deviates from the gamma distribution whose |
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77 C density is |
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78 C (A**R)/Gamma(R) * X**(R-1) * Exp(-A*X) |
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79 C |
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80 C********************************************************************** |
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81 C********************************************************************** |
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82 C |
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83 C SUBROUTINE GENMN(PARM,X,WORK) |
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84 C GENerate Multivariate Normal random deviate |
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85 C REAL PARM(*), X(*), WORK(*) |
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86 C |
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87 C PARM is set by SETGMN which must be called prior to GENMN. The |
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88 C generated deviates are placed in X. WORK is a work array of the |
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89 C same size as X. |
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90 C |
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91 C********************************************************************** |
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92 C********************************************************************** |
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93 C |
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94 C SUBROUTINE GENMUL( N, P, NCAT, IX ) |
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95 C GENerate MULtinomial random deviate |
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96 C REAL P(*) |
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97 C INTEGER N, NCAT, IX(*) |
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98 C |
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99 C Generates deviates from a Multinomial distribution with NCAT |
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100 C categories. P specifies the probability of an event in each |
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101 C category. The generated deviates are placed in IX. |
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102 C |
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103 C********************************************************************** |
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104 C********************************************************************** |
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105 C |
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106 C REAL FUNCTION GENNCH( DF, XNONC ) |
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107 C Generate random value of Noncentral CHIsquare variable |
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108 C REAL DF, XNONC |
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109 C |
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110 C Generates random deviate from the distribution of a noncentral |
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111 C chisquare with DF degrees of freedom and noncentrality parameter |
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112 C XNONC. |
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113 C |
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114 C********************************************************************** |
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115 C********************************************************************** |
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116 C |
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117 C REAL FUNCTION GENNF( DFN, DFD, XNONC ) |
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118 C GENerate random deviate from the Noncentral F distribution |
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119 C REAL DFN, DFD, XNONC |
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120 C |
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121 C Generates a random deviate from the noncentral F (variance ratio) |
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122 C distribution with DFN degrees of freedom in the numerator, and DFD |
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123 C degrees of freedom in the denominator, and noncentrality parameter |
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124 C XNONC. |
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125 C |
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126 C********************************************************************** |
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127 C********************************************************************** |
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128 C |
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129 C REAL FUNCTION GENNOR( AV, SD ) |
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130 C GENerate random deviate from a NORmal distribution |
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131 C REAL AV, SD |
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132 C |
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133 C Generates a single random deviate from a normal distribution |
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134 C with mean, AV, and standard deviation, SD. |
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135 C |
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136 C********************************************************************** |
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137 C********************************************************************** |
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138 C |
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139 C SUBROUTINE GENPRM( IARRAY, LARRAY ) |
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140 C GENerate random PeRMutation of iarray |
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141 C INTEGER IARRAY(LARRAY), LARRAY |
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142 C |
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143 C********************************************************************** |
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144 C********************************************************************** |
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145 C |
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146 C REAL FUNCTION GENUNF( LOW, HIGH ) |
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147 C GeNerate Uniform Real between LOW and HIGH |
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148 C REAL LOW, HIGH |
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149 C |
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150 C********************************************************************** |
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151 C********************************************************************** |
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152 C |
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153 C INTEGER FUNCTION IGNBIN( N, P ) |
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154 C GENerate BINomial random deviate |
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155 C INTEGER N |
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156 C REAL P |
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157 C |
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158 C Returns a single random deviate from a binomial |
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159 C distribution whose number of trials is N and whose |
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160 C probability of an event in each trial is P. |
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161 C |
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162 C********************************************************************** |
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163 C********************************************************************** |
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164 C |
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165 C INTEGER FUNCTION IGNNBN( N, P ) |
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166 C GENerate Negative BiNomial random deviate |
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167 C INTEGER N |
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168 C REAL P |
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169 C |
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170 C Returns a single random deviate from a negative binomial |
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171 C distribution with number of events N and whose |
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172 C probability of an event in each trial is P. |
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173 C |
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174 C********************************************************************** |
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175 C********************************************************************** |
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176 C |
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177 C INTEGER FUNCTION IGNPOI( AV ) |
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178 C GENerate POIsson random deviate |
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179 C REAL AV |
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180 C |
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181 C Generates a single random deviate from a Poisson |
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182 C distribution with mean AV. |
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183 C |
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184 C********************************************************************** |
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185 C********************************************************************** |
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186 C |
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187 C INTEGER FUNCTION IGNUIN( LOW, HIGH ) |
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188 C GeNerate Uniform INteger |
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189 C INTEGER LOW, HIGH |
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190 C |
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191 C Generates an integer uniformly distributed between LOW and HIGH. |
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192 C |
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193 C********************************************************************** |
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194 C********************************************************************** |
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195 C |
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196 C SUBROUTINE PHRTSD( PHRASE, SEED1, SEED2 ) |
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197 C PHRase To SeeDs |
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198 C CHARACTER*(*) PHRASE |
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199 C INTEGER SEED1, SEED2 |
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200 C |
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201 C Uses a phrase (character string) to generate two seeds for the RGN |
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202 C random number generator. |
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203 C |
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204 C********************************************************************** |
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205 C********************************************************************** |
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206 C |
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207 C REAL FUNCTION RANF() |
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208 C RANDom number generator as a Function |
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209 C |
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210 C Returns a random floating point number from a uniform distribution |
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211 C over 0 - 1 (endpoints of this interval are not returned) using the |
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212 C current generator |
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213 C |
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214 C********************************************************************** |
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215 C********************************************************************** |
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216 C |
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217 C SUBROUTINE SETGMN( MEANV, COVM, LDCOVM, P, PARM) |
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218 C SET Generate Multivariate Normal random deviate |
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219 C INTEGER LDCOVM, P |
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220 C REAL MEANV(P), COVM(LDCOVM,P), PARM(P*(P+3)/2 + 1) |
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221 C |
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222 C P is the length of normal vectors to be generated, MEANV |
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223 C is the vector of their means and COVM(1:P,1:P) is their variance |
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224 C covariance matrix. LDCOVM is the leading actual dimension of |
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225 C COVM, which this routine needs to know although only the |
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226 C (1:P,1:P) slice of COVM is used. |
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227 C Places information necessary to generate the deviates in PARM. |
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228 C |
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229 C********************************************************************** |
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230 |
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231 II. Uniform Generator and Associated Routines |
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232 |
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233 |
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234 A. SETTING THE SEED OF ALL GENERATORS |
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235 |
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236 C********************************************************************** |
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237 C |
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238 C SUBROUTINE SETALL(ISEED1,ISEED2) |
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239 C SET ALL random number generators |
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240 C INTEGER ISEED1, ISEED2 |
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241 C |
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242 C********************************************************************** |
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243 |
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244 B. OBTAINING RANDOM NUMBERS |
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245 |
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246 C********************************************************************** |
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247 C |
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248 C INTEGER FUNCTION IGNLGI() |
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249 C GeNerate LarGe Integer |
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250 C |
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251 C Returns a random integer following a uniform distribution over |
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252 C (1, 2147483562) using the current generator. |
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253 C |
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254 C********************************************************************** |
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255 |
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256 C********************************************************************** |
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257 C |
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258 C REAL FUNCTION RANF() |
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259 C RANDom number generator as a Function |
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260 C |
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261 C Returns a random floating point number from a uniform distribution |
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262 C over 0 - 1 (endpoints of this interval are not returned) using the |
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263 C current generator |
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264 C |
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265 C********************************************************************** |
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266 |
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267 C. SETTING AND OBTAINING THE NUMBER OF THE CURRENT GENERATOR |
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268 |
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269 C********************************************************************** |
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270 C |
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271 C SUBROUTINE SETCGN( G ) |
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272 C Set GeNerator |
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273 C INTEGER G |
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274 C |
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275 C Sets the current generator to G. All references to a generator |
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276 C are to the current generator. |
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277 C |
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278 C********************************************************************** |
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279 |
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280 C********************************************************************** |
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281 C |
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282 C SUBROUTINE GETCGN(G) |
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283 C GET Current GeNerator |
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284 C INTEGER G |
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285 C |
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286 C Returns in G the number of the current random number generator |
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287 C |
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288 C********************************************************************** |
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289 |
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290 D. OBTAINING OR CHANGING SEEDS IN CURRENT GENERATOR |
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291 |
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292 C********************************************************************** |
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293 C |
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294 C SUBROUTINE ADVNST(K) |
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295 C ADV-a-N-ce ST-ate |
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296 C INTEGER K |
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297 C |
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298 C Advances the state of the current generator by 2^K values and |
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299 C resets the initial seed to that value. |
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300 C |
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301 C********************************************************************** |
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302 |
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303 C********************************************************************** |
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304 C |
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305 C SUBROUTINE GETSD(ISEED1,ISEED2) |
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306 C GET SeeD |
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307 C INTEGER ISEED1, ISEED2 |
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308 C |
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309 C Returns the value of two integer seeds of the current generator |
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310 C in ISEED1, ISEED2 |
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311 C |
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312 C********************************************************************** |
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313 |
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314 C********************************************************************** |
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315 C |
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316 C SUBROUTINE INITGN(ISDTYP) |
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317 C INIT-ialize current G-e-N-erator |
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318 C |
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319 C INTEGER ISDTYP The state to which the generator is to be set |
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320 C ISDTYP = -1 => sets the seeds to their initial value |
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321 C ISDTYP = 0 => sets the seeds to the first value of |
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322 C the current block |
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323 C ISDTYP = 1 => sets the seeds to the first value of |
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324 C the next block |
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325 C |
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326 C********************************************************************** |
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327 |
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328 C********************************************************************** |
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329 C |
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330 C SUBROUTINE SETSD(ISEED1,ISEED2) |
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331 C SET S-ee-D of current generator |
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332 C |
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333 C Resets the initial seed of the current generator to ISEED1 and |
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334 C ISEED2. The seeds of the other generators remain unchanged. |
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335 C |
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336 C********************************************************************** |
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337 |
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338 E. MISCELLANY |
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339 |
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340 C********************************************************************** |
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341 C |
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342 C INTEGER FUNCTION MLTMOD(A,S,M) |
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343 C Returns (A*S) MOD M |
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344 C INTEGER A, S, M |
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345 C |
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346 C********************************************************************** |
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347 |
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348 C********************************************************************** |
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349 C |
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350 C SUBROUTINE SETANT(QVALUE) |
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351 C SET ANTithetic |
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352 C LOGICAL QVALUE |
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353 C |
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354 C Sets whether the current generator produces antithetic values. If |
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355 C X is the value normally returned from a uniform [0,1] random |
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356 C number generator then 1 - X is the antithetic value. If X is the |
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357 C value normally returned from a uniform [0,N] random number |
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358 C generator then N - 1 - X is the antithetic value. |
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359 C |
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360 C All generators are initialized to NOT generate antithetic values. |
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361 C |
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362 C********************************************************************** |
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363 |
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364 |
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365 |
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366 |
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367 |
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368 |
