Mercurial > octave-nkf
diff liboctave/cruft/ranlib/randlib.fdoc @ 19627:446c46af4b42 stable
strip trailing whitespace from most source files
* Makefile.am, NEWS, build-aux/common.mk, configure.ac,
doc/Makefile.am, doc/doxyhtml/Makefile.am,
doc/interpreter/Makefile.am, doc/interpreter/arith.txi,
doc/interpreter/audio.txi, doc/interpreter/basics.txi,
doc/interpreter/bugs.txi, doc/interpreter/container.txi,
doc/interpreter/cp-idx.txi, doc/interpreter/data.txi,
doc/interpreter/debug.txi, doc/interpreter/diagperm.txi,
doc/interpreter/diffeq.txi, doc/interpreter/doccheck/README,
doc/interpreter/doccheck/spellcheck, doc/interpreter/emacs.txi,
doc/interpreter/errors.txi, doc/interpreter/eval.txi,
doc/interpreter/expr.txi, doc/interpreter/external.txi,
doc/interpreter/fn-idx.txi, doc/interpreter/func.txi,
doc/interpreter/geometry.txi, doc/interpreter/geometryimages.m,
doc/interpreter/gpl.txi, doc/interpreter/grammar.txi,
doc/interpreter/gui.txi, doc/interpreter/image.txi,
doc/interpreter/install.txi, doc/interpreter/interp.txi,
doc/interpreter/interpimages.m, doc/interpreter/intro.txi,
doc/interpreter/io.txi, doc/interpreter/java.txi,
doc/interpreter/linalg.txi, doc/interpreter/macros.texi,
doc/interpreter/matrix.txi, doc/interpreter/munge-texi.pl,
doc/interpreter/nonlin.txi, doc/interpreter/numbers.txi,
doc/interpreter/obsolete.txi, doc/interpreter/octave-config.1,
doc/interpreter/octave.texi, doc/interpreter/oop.txi,
doc/interpreter/op-idx.txi, doc/interpreter/optim.txi,
doc/interpreter/package.txi, doc/interpreter/plot.txi,
doc/interpreter/poly.txi, doc/interpreter/preface.txi,
doc/interpreter/quad.txi, doc/interpreter/set.txi,
doc/interpreter/signal.txi, doc/interpreter/sparse.txi,
doc/interpreter/sparseimages.m, doc/interpreter/splineimages.m,
doc/interpreter/stats.txi, doc/interpreter/stmt.txi,
doc/interpreter/strings.txi, doc/interpreter/system.txi,
doc/interpreter/testfun.txi, doc/interpreter/tips.txi,
doc/interpreter/var.txi, doc/interpreter/vectorize.txi,
doc/liboctave/Makefile.am, doc/liboctave/array.texi,
doc/liboctave/bugs.texi, doc/liboctave/cp-idx.texi,
doc/liboctave/dae.texi, doc/liboctave/diffeq.texi,
doc/liboctave/error.texi, doc/liboctave/factor.texi,
doc/liboctave/fn-idx.texi, doc/liboctave/gpl.texi,
doc/liboctave/install.texi, doc/liboctave/intro.texi,
doc/liboctave/liboctave.texi, doc/liboctave/matvec.texi,
doc/liboctave/nleqn.texi, doc/liboctave/nlfunc.texi,
doc/liboctave/ode.texi, doc/liboctave/optim.texi,
doc/liboctave/preface.texi, doc/liboctave/quad.texi,
doc/liboctave/range.texi, doc/refcard/Makefile.am,
doc/refcard/refcard.tex, etc/HACKING, etc/NEWS.1, etc/NEWS.2,
etc/NEWS.3, etc/OLD-ChangeLogs/ChangeLog,
etc/OLD-ChangeLogs/doc-ChangeLog,
etc/OLD-ChangeLogs/scripts-ChangeLog,
etc/OLD-ChangeLogs/src-ChangeLog, etc/OLD-ChangeLogs/test-ChangeLog,
etc/PROJECTS, etc/README.Cygwin, etc/README.MacOS, etc/README.MinGW,
etc/README.gnuplot, etc/gdbinit, etc/icons/Makefile.am,
examples/@polynomial/end.m, examples/@polynomial/subsasgn.m,
examples/Makefile.am, examples/standalonebuiltin.cc,
libgui/Makefile.am, libgui/qterminal/libqterminal/README,
libgui/qterminal/libqterminal/unix/BlockArray.cpp,
libgui/qterminal/libqterminal/unix/BlockArray.h,
libgui/qterminal/libqterminal/unix/Character.h,
libgui/qterminal/libqterminal/unix/CharacterColor.h,
libgui/qterminal/libqterminal/unix/Emulation.cpp,
libgui/qterminal/libqterminal/unix/Emulation.h,
libgui/qterminal/libqterminal/unix/Filter.cpp,
libgui/qterminal/libqterminal/unix/Filter.h,
libgui/qterminal/libqterminal/unix/History.cpp,
libgui/qterminal/libqterminal/unix/History.h,
libgui/qterminal/libqterminal/unix/KeyboardTranslator.cpp,
libgui/qterminal/libqterminal/unix/KeyboardTranslator.h,
libgui/qterminal/libqterminal/unix/LineFont.h,
libgui/qterminal/libqterminal/unix/QUnixTerminalImpl.cpp,
libgui/qterminal/libqterminal/unix/QUnixTerminalImpl.h,
libgui/qterminal/libqterminal/unix/Screen.cpp,
libgui/qterminal/libqterminal/unix/Screen.h,
libgui/qterminal/libqterminal/unix/ScreenWindow.cpp,
libgui/qterminal/libqterminal/unix/ScreenWindow.h,
libgui/qterminal/libqterminal/unix/TerminalCharacterDecoder.cpp,
libgui/qterminal/libqterminal/unix/TerminalCharacterDecoder.h,
libgui/qterminal/libqterminal/unix/Vt102Emulation.h,
libgui/qterminal/libqterminal/win32/QWinTerminalImpl.cpp,
libgui/qterminal/qterminal/main.cpp,
libgui/src/m-editor/file-editor-tab.cc, libgui/src/octave-gui.cc,
libgui/src/octave-qt-link.cc, libinterp/corefcn/data.cc,
libinterp/corefcn/defun-int.h, libinterp/corefcn/det.cc,
libinterp/corefcn/gl2ps-renderer.cc, libinterp/corefcn/graphics.cc,
libinterp/corefcn/graphics.in.h, libinterp/corefcn/ls-mat5.cc,
libinterp/corefcn/lu.cc, libinterp/corefcn/oct-tex-parser.yy,
libinterp/corefcn/oct-tex-symbols.in, libinterp/corefcn/quadcc.cc,
libinterp/corefcn/zfstream.cc, libinterp/dldfcn/__eigs__.cc,
libinterp/dldfcn/__voronoi__.cc, libinterp/gendoc.pl,
libinterp/genprops.awk, libinterp/mk-errno-list, libinterp/mk-pkg-add,
libinterp/mkbuiltins, libinterp/mkdefs, libinterp/mkdocs,
libinterp/mkops, libinterp/octave-value/ov-java.cc,
libinterp/parse-tree/lex.ll, libinterp/parse-tree/oct-parse.in.yy,
libinterp/parse-tree/octave.gperf, liboctave/Makefile.am,
liboctave/array/Array.cc, liboctave/array/module.mk,
liboctave/cruft/daspk/datv.f, liboctave/cruft/daspk/dcnst0.f,
liboctave/cruft/daspk/dcnstr.f, liboctave/cruft/daspk/ddasic.f,
liboctave/cruft/daspk/ddasid.f, liboctave/cruft/daspk/ddasik.f,
liboctave/cruft/daspk/ddaspk.f, liboctave/cruft/daspk/ddstp.f,
liboctave/cruft/daspk/ddwnrm.f, liboctave/cruft/daspk/dfnrmd.f,
liboctave/cruft/daspk/dfnrmk.f, liboctave/cruft/daspk/dhels.f,
liboctave/cruft/daspk/dheqr.f, liboctave/cruft/daspk/dinvwt.f,
liboctave/cruft/daspk/dlinsd.f, liboctave/cruft/daspk/dlinsk.f,
liboctave/cruft/daspk/dmatd.f, liboctave/cruft/daspk/dnedd.f,
liboctave/cruft/daspk/dnedk.f, liboctave/cruft/daspk/dnsd.f,
liboctave/cruft/daspk/dnsid.f, liboctave/cruft/daspk/dnsik.f,
liboctave/cruft/daspk/dnsk.f, liboctave/cruft/daspk/dorth.f,
liboctave/cruft/daspk/dslvd.f, liboctave/cruft/daspk/dslvk.f,
liboctave/cruft/daspk/dspigm.f, liboctave/cruft/daspk/dyypnw.f,
liboctave/cruft/dasrt/ddasrt.f, liboctave/cruft/dasrt/drchek.f,
liboctave/cruft/dassl/ddaslv.f, liboctave/cruft/dassl/ddassl.f,
liboctave/cruft/misc/blaswrap.c, liboctave/cruft/misc/module.mk,
liboctave/cruft/odepack/cfode.f, liboctave/cruft/odepack/dlsode.f,
liboctave/cruft/odepack/ewset.f, liboctave/cruft/odepack/intdy.f,
liboctave/cruft/odepack/prepj.f, liboctave/cruft/odepack/sintdy.f,
liboctave/cruft/odepack/slsode.f, liboctave/cruft/odepack/solsy.f,
liboctave/cruft/odepack/ssolsy.f, liboctave/cruft/odepack/stode.f,
liboctave/cruft/odepack/vnorm.f, liboctave/cruft/ranlib/Basegen.doc,
liboctave/cruft/ranlib/README, liboctave/cruft/ranlib/genbet.f,
liboctave/cruft/ranlib/genexp.f, liboctave/cruft/ranlib/gennch.f,
liboctave/cruft/ranlib/gennf.f, liboctave/cruft/ranlib/gennor.f,
liboctave/cruft/ranlib/getsd.f, liboctave/cruft/ranlib/initgn.f,
liboctave/cruft/ranlib/phrtsd.f, liboctave/cruft/ranlib/randlib.fdoc,
liboctave/cruft/ranlib/setsd.f, liboctave/cruft/ranlib/tstgmn.for,
liboctave/cruft/ranlib/tstmid.for, liboctave/cruft/slatec-fn/atanh.f,
liboctave/cruft/slatec-fn/datanh.f,
liboctave/cruft/slatec-fn/xgmainc.f,
liboctave/cruft/slatec-fn/xsgmainc.f, liboctave/numeric/module.mk,
liboctave/operators/mk-ops.awk, liboctave/operators/mx-ops,
liboctave/operators/sparse-mk-ops.awk,
liboctave/operators/sparse-mx-ops, liboctave/operators/vx-ops,
liboctave/util/module.mk, run-octave.in, scripts/@ftp/ftp.m,
scripts/audio/wavread.m, scripts/deprecated/java_convert_matrix.m,
scripts/deprecated/java_debug.m, scripts/deprecated/java_invoke.m,
scripts/deprecated/java_new.m,
scripts/deprecated/java_unsigned_conversion.m,
scripts/deprecated/javafields.m, scripts/deprecated/javamethods.m,
scripts/deprecated/shell_cmd.m, scripts/general/accumarray.m,
scripts/general/display.m, scripts/general/fieldnames.m,
scripts/general/interp1.m, scripts/general/interp2.m,
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scripts/general/methods.m, scripts/general/sortrows.m,
scripts/geometry/convhull.m, scripts/geometry/delaunay.m,
scripts/geometry/delaunay3.m, scripts/geometry/delaunayn.m,
scripts/geometry/griddata.m, scripts/geometry/griddatan.m,
scripts/geometry/voronoi.m, scripts/geometry/voronoin.m,
scripts/gui/guihandles.m, scripts/gui/inputdlg.m,
scripts/gui/listdlg.m, scripts/gui/msgbox.m, scripts/gui/questdlg.m,
scripts/gui/uigetfile.m, scripts/gui/waitbar.m, scripts/gui/warndlg.m,
scripts/help/doc.m, scripts/help/help.m, scripts/help/type.m,
scripts/image/bone.m, scripts/image/cmpermute.m,
scripts/image/cmunique.m, scripts/image/colorcube.m,
scripts/image/colormap.m, scripts/image/contrast.m,
scripts/image/gray2ind.m, scripts/image/image.m,
scripts/image/imshow.m, scripts/image/ind2gray.m, scripts/image/jet.m,
scripts/image/rgb2ntsc.m, scripts/image/spinmap.m,
scripts/io/importdata.m, scripts/io/strread.m, scripts/io/textread.m,
scripts/io/textscan.m, scripts/java/java_get.m,
scripts/java/java_set.m, scripts/java/javaaddpath.m,
scripts/java/javaclasspath.m, scripts/java/javamem.m,
scripts/linear-algebra/linsolve.m, scripts/linear-algebra/qzhess.m,
scripts/miscellaneous/debug.m, scripts/miscellaneous/desktop.m,
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scripts/miscellaneous/edit.m, scripts/miscellaneous/fact.m,
scripts/miscellaneous/getappdata.m, scripts/miscellaneous/inputname.m,
scripts/miscellaneous/license.m, scripts/miscellaneous/ls_command.m,
scripts/miscellaneous/run.m, scripts/miscellaneous/setfield.m,
scripts/miscellaneous/unix.m, scripts/miscellaneous/ver.m,
scripts/mk-pkg-add, scripts/mkdoc.pl,
scripts/optimization/fminsearch.m, scripts/optimization/optimset.m,
scripts/optimization/sqp.m, scripts/pkg/pkg.m,
scripts/pkg/private/create_pkgadddel.m,
scripts/pkg/private/fix_depends.m, scripts/pkg/private/install.m,
scripts/plot/appearance/axis.m, scripts/plot/appearance/box.m,
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scripts/plot/draw/area.m, scripts/plot/draw/bar.m,
scripts/plot/draw/barh.m, scripts/plot/draw/colorbar.m,
scripts/plot/draw/contour.m, scripts/plot/draw/contour3.m,
scripts/plot/draw/contourf.m, scripts/plot/draw/ellipsoid.m,
scripts/plot/draw/errorbar.m, scripts/plot/draw/ezcontour.m,
scripts/plot/draw/ezcontourf.m, scripts/plot/draw/ezmesh.m,
scripts/plot/draw/ezpolar.m, scripts/plot/draw/fill.m,
scripts/plot/draw/fplot.m, scripts/plot/draw/hist.m,
scripts/plot/draw/meshc.m, scripts/plot/draw/meshz.m,
scripts/plot/draw/pareto.m, scripts/plot/draw/patch.m,
scripts/plot/draw/peaks.m, scripts/plot/draw/pie.m,
scripts/plot/draw/pie3.m, scripts/plot/draw/plot.m,
scripts/plot/draw/plotyy.m, scripts/plot/draw/private/__bar__.m,
scripts/plot/draw/private/__contour__.m,
scripts/plot/draw/private/__errplot__.m,
scripts/plot/draw/private/__ezplot__.m,
scripts/plot/draw/private/__patch__.m,
scripts/plot/draw/private/__stem__.m, scripts/plot/draw/rectangle.m,
scripts/plot/draw/ribbon.m, scripts/plot/draw/rose.m,
scripts/plot/draw/scatter.m, scripts/plot/draw/scatter3.m,
scripts/plot/draw/semilogx.m, scripts/plot/draw/shrinkfaces.m,
scripts/plot/draw/sombrero.m, scripts/plot/draw/sphere.m,
scripts/plot/draw/stairs.m, scripts/plot/draw/stem.m,
scripts/plot/draw/stemleaf.m, scripts/plot/draw/surf.m,
scripts/plot/draw/surface.m, scripts/plot/draw/surfc.m,
scripts/plot/draw/surfl.m, scripts/plot/draw/surfnorm.m,
scripts/plot/draw/tetramesh.m, scripts/plot/draw/trimesh.m,
scripts/plot/draw/triplot.m, scripts/plot/draw/trisurf.m,
scripts/plot/util/__gnuplot_drawnow__.m,
scripts/plot/util/__plt_get_axis_arg__.m, scripts/plot/util/axes.m,
scripts/plot/util/clf.m, scripts/plot/util/copyobj.m,
scripts/plot/util/figure.m, scripts/plot/util/gcbo.m,
scripts/plot/util/graphics_toolkit.m, scripts/plot/util/hggroup.m,
scripts/plot/util/meshgrid.m, scripts/plot/util/newplot.m,
scripts/plot/util/print.m,
scripts/plot/util/private/__add_default_menu__.m,
scripts/plot/util/private/__fltk_print__.m,
scripts/plot/util/private/__gnuplot_print__.m,
scripts/plot/util/private/__print_parse_opts__.m,
scripts/plot/util/refreshdata.m, scripts/plot/util/subplot.m,
scripts/polynomial/conv.m, scripts/polynomial/poly.m,
scripts/polynomial/polyeig.m, scripts/polynomial/polyfit.m,
scripts/polynomial/polyval.m,
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scripts/polynomial/spline.m, scripts/prefs/prefdir.m,
scripts/prefs/preferences.m, scripts/prefs/private/prefsfile.m,
scripts/prefs/rmpref.m, scripts/signal/freqz.m,
scripts/signal/module.mk, scripts/sparse/eigs.m, scripts/sparse/pcg.m,
scripts/sparse/private/__sprand_impl__.m, scripts/sparse/sprand.m,
scripts/sparse/sprandn.m, scripts/sparse/spy.m, scripts/sparse/svds.m,
scripts/specfun/expint.m, scripts/specfun/factor.m,
scripts/special-matrix/gallery.m, scripts/special-matrix/hankel.m,
scripts/special-matrix/toeplitz.m, scripts/startup/inputrc,
scripts/statistics/base/kurtosis.m, scripts/statistics/base/moment.m,
scripts/statistics/base/qqplot.m, scripts/statistics/base/var.m,
scripts/statistics/distributions/betarnd.m,
scripts/statistics/distributions/binoinv.m,
scripts/statistics/distributions/binopdf.m,
scripts/statistics/distributions/binornd.m,
scripts/statistics/distributions/cauchy_rnd.m,
scripts/statistics/distributions/chi2rnd.m,
scripts/statistics/distributions/discrete_pdf.m,
scripts/statistics/distributions/discrete_rnd.m,
scripts/statistics/distributions/empirical_rnd.m,
scripts/statistics/distributions/exprnd.m,
scripts/statistics/distributions/frnd.m,
scripts/statistics/distributions/gamrnd.m,
scripts/statistics/distributions/geornd.m,
scripts/statistics/distributions/hygernd.m,
scripts/statistics/distributions/kolmogorov_smirnov_cdf.m,
scripts/statistics/distributions/laplace_cdf.m,
scripts/statistics/distributions/laplace_pdf.m,
scripts/statistics/distributions/logistic_cdf.m,
scripts/statistics/distributions/logistic_pdf.m,
scripts/statistics/distributions/lognrnd.m,
scripts/statistics/distributions/nbincdf.m,
scripts/statistics/distributions/nbininv.m,
scripts/statistics/distributions/nbinpdf.m,
scripts/statistics/distributions/nbinrnd.m,
scripts/statistics/distributions/normrnd.m,
scripts/statistics/distributions/poissinv.m,
scripts/statistics/distributions/poissrnd.m,
scripts/statistics/distributions/tinv.m,
scripts/statistics/distributions/trnd.m,
scripts/statistics/distributions/unidcdf.m,
scripts/statistics/distributions/unidpdf.m,
scripts/statistics/distributions/unidrnd.m,
scripts/statistics/distributions/unifrnd.m,
scripts/statistics/distributions/wblrnd.m,
scripts/statistics/models/module.mk,
scripts/statistics/tests/kruskal_wallis_test.m,
scripts/strings/base2dec.m, scripts/strings/deblank.m,
scripts/strings/dec2base.m, scripts/strings/dec2bin.m,
scripts/strings/dec2hex.m, scripts/strings/mat2str.m,
scripts/strings/ostrsplit.m, scripts/strings/regexptranslate.m,
scripts/strings/str2num.m, scripts/strings/strcat.m,
scripts/strings/strjoin.m, scripts/strings/strsplit.m,
scripts/strings/strtok.m, scripts/strings/strtrim.m,
scripts/strings/strtrunc.m, scripts/strings/substr.m,
scripts/testfun/__run_test_suite__.m, scripts/testfun/speed.m,
scripts/testfun/test.m, scripts/time/asctime.m,
scripts/time/datenum.m, scripts/time/datevec.m,
scripts/time/weekday.m, src/Makefile.am, test/Makefile.am,
test/build-bc-overload-tests.sh, test/build-sparse-tests.sh,
test/jit.tst, test/line-continue.tst: Strip trailing whitespace.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 20 Jan 2015 08:26:57 -0500 |
parents | 648dabbb4c6b |
children |
line wrap: on
line diff
--- a/liboctave/cruft/ranlib/randlib.fdoc Thu Jan 01 18:47:36 2015 -0800 +++ b/liboctave/cruft/ranlib/randlib.fdoc Tue Jan 20 08:26:57 2015 -0500 @@ -33,7 +33,7 @@ Barry W. Brown James Lovato - + @@ -51,244 +51,244 @@ This work was supported by grant CA-16672 from the National Cancer Institute. -C********************************************************************** -C -C SUBROUTINE ADVNST(K) -C ADV-a-N-ce ST-ate -C -C Advances the state of the current generator by 2^K values and -C resets the initial seed to that value. -C -C This is a transcription from Pascal to Fortran of routine -C Advance_State from the paper -C -C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package -C with Splitting Facilities." ACM Transactions on Mathematical -C Software, 17:98-111 (1991) -C -C -C Arguments -C -C -C K -> The generator is advanced by2^K values -C INTEGER K -C -C********************************************************************** -C********************************************************************** -C -C REAL FUNCTION GENBET( A, B ) -C GeNerate BETa random deviate -C -C -C Function -C -C -C Returns a single random deviate from the beta distribution with -C parameters A and B. The density of the beta is -C x^(a-1) * (1-x)^(b-1) / B(a,b) for 0 < x < 1 -C -C -C Arguments -C -C -C A --> First parameter of the beta distribution -C REAL A +C********************************************************************** +C +C SUBROUTINE ADVNST(K) +C ADV-a-N-ce ST-ate +C +C Advances the state of the current generator by 2^K values and +C resets the initial seed to that value. +C +C This is a transcription from Pascal to Fortran of routine +C Advance_State from the paper +C +C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package +C with Splitting Facilities." ACM Transactions on Mathematical +C Software, 17:98-111 (1991) +C +C +C Arguments +C +C +C K -> The generator is advanced by2^K values +C INTEGER K +C +C********************************************************************** +C********************************************************************** +C +C REAL FUNCTION GENBET( A, B ) +C GeNerate BETa random deviate +C +C +C Function +C +C +C Returns a single random deviate from the beta distribution with +C parameters A and B. The density of the beta is +C x^(a-1) * (1-x)^(b-1) / B(a,b) for 0 < x < 1 +C +C +C Arguments +C +C +C A --> First parameter of the beta distribution +C REAL A C (A >= 1.0E-37) -C -C B --> Second parameter of the beta distribution -C REAL B +C +C B --> Second parameter of the beta distribution +C REAL B C (B >= 1.0E-37) -C -C -C Method -C -C -C R. C. H. Cheng -C Generating Beta Variables with Nonintegral Shape Parameters -C Communications of the ACM, 21:317-322 (1978) -C (Algorithms BB and BC) -C -C********************************************************************** -C********************************************************************** -C -C REAL FUNCTION GENCHI( DF ) -C Generate random value of CHIsquare variable -C -C -C Function -C -C -C Generates random deviate from the distribution of a chisquare -C with DF degrees of freedom random variable. -C -C -C Arguments -C -C -C DF --> Degrees of freedom of the chisquare -C (Must be positive) -C REAL DF -C -C -C Method -C -C -C Uses relation between chisquare and gamma. -C -C********************************************************************** -C********************************************************************** -C -C REAL FUNCTION GENEXP( AV ) -C -C GENerate EXPonential random deviate -C -C -C Function -C -C -C Generates a single random deviate from an exponential -C distribution with mean AV. -C -C -C Arguments -C -C -C AV --> The mean of the exponential distribution from which -C a random deviate is to be generated. -C REAL AV +C +C +C Method +C +C +C R. C. H. Cheng +C Generating Beta Variables with Nonintegral Shape Parameters +C Communications of the ACM, 21:317-322 (1978) +C (Algorithms BB and BC) +C +C********************************************************************** +C********************************************************************** +C +C REAL FUNCTION GENCHI( DF ) +C Generate random value of CHIsquare variable +C +C +C Function +C +C +C Generates random deviate from the distribution of a chisquare +C with DF degrees of freedom random variable. +C +C +C Arguments +C +C +C DF --> Degrees of freedom of the chisquare +C (Must be positive) +C REAL DF +C +C +C Method +C +C +C Uses relation between chisquare and gamma. +C +C********************************************************************** +C********************************************************************** +C +C REAL FUNCTION GENEXP( AV ) +C +C GENerate EXPonential random deviate +C +C +C Function +C +C +C Generates a single random deviate from an exponential +C distribution with mean AV. +C +C +C Arguments +C +C +C AV --> The mean of the exponential distribution from which +C a random deviate is to be generated. +C REAL AV C (AV >= 0) -C -C GENEXP <-- The random deviate. -C REAL GENEXP -C -C -C Method -C -C -C Renames SEXPO from TOMS as slightly modified by BWB to use RANF -C instead of SUNIF. -C -C For details see: -C -C Ahrens, J.H. and Dieter, U. -C Computer Methods for Sampling From the -C Exponential and Normal Distributions. -C Comm. ACM, 15,10 (Oct. 1972), 873 - 882. -C -C********************************************************************** -C********************************************************************** -C -C REAL FUNCTION GENF( DFN, DFD ) -C GENerate random deviate from the F distribution -C -C -C Function -C -C -C Generates a random deviate from the F (variance ratio) -C distribution with DFN degrees of freedom in the numerator -C and DFD degrees of freedom in the denominator. -C -C -C Arguments -C -C -C DFN --> Numerator degrees of freedom -C (Must be positive) -C REAL DFN -C DFD --> Denominator degrees of freedom -C (Must be positive) -C REAL DFD -C -C -C Method -C -C -C Directly generates ratio of chisquare variates -C -C********************************************************************** -C********************************************************************** -C -C REAL FUNCTION GENGAM( A, R ) -C GENerates random deviates from GAMma distribution -C -C -C Function -C -C -C Generates random deviates from the gamma distribution whose -C density is -C (A**R)/Gamma(R) * X**(R-1) * Exp(-A*X) -C -C -C Arguments -C -C -C A --> Location parameter of Gamma distribution +C +C GENEXP <-- The random deviate. +C REAL GENEXP +C +C +C Method +C +C +C Renames SEXPO from TOMS as slightly modified by BWB to use RANF +C instead of SUNIF. +C +C For details see: +C +C Ahrens, J.H. and Dieter, U. +C Computer Methods for Sampling From the +C Exponential and Normal Distributions. +C Comm. ACM, 15,10 (Oct. 1972), 873 - 882. +C +C********************************************************************** +C********************************************************************** +C +C REAL FUNCTION GENF( DFN, DFD ) +C GENerate random deviate from the F distribution +C +C +C Function +C +C +C Generates a random deviate from the F (variance ratio) +C distribution with DFN degrees of freedom in the numerator +C and DFD degrees of freedom in the denominator. +C +C +C Arguments +C +C +C DFN --> Numerator degrees of freedom +C (Must be positive) +C REAL DFN +C DFD --> Denominator degrees of freedom +C (Must be positive) +C REAL DFD +C +C +C Method +C +C +C Directly generates ratio of chisquare variates +C +C********************************************************************** +C********************************************************************** +C +C REAL FUNCTION GENGAM( A, R ) +C GENerates random deviates from GAMma distribution +C +C +C Function +C +C +C Generates random deviates from the gamma distribution whose +C density is +C (A**R)/Gamma(R) * X**(R-1) * Exp(-A*X) +C +C +C Arguments +C +C +C A --> Location parameter of Gamma distribution C REAL A ( A > 0 ) -C -C R --> Shape parameter of Gamma distribution +C +C R --> Shape parameter of Gamma distribution C REAL R ( R > 0 ) -C -C -C Method -C -C -C Renames SGAMMA from TOMS as slightly modified by BWB to use RANF -C instead of SUNIF. -C -C For details see: -C (Case R >= 1.0) -C Ahrens, J.H. and Dieter, U. -C Generating Gamma Variates by a -C Modified Rejection Technique. -C Comm. ACM, 25,1 (Jan. 1982), 47 - 54. -C Algorithm GD -C -C (Case 0.0 < R < 1.0) -C Ahrens, J.H. and Dieter, U. -C Computer Methods for Sampling from Gamma, -C Beta, Poisson and Binomial Distributions. -C Computing, 12 (1974), 223-246/ -C Adapted algorithm GS. -C -C********************************************************************** -C********************************************************************** -C -C SUBROUTINE GENMN(PARM,X,WORK) -C GENerate Multivariate Normal random deviate -C -C -C Arguments -C -C -C PARM --> Parameters needed to generate multivariate normal -C deviates (MEANV and Cholesky decomposition of -C COVM). Set by a previous call to SETGMN. -C -C 1 : 1 - size of deviate, P -C 2 : P + 1 - mean vector -C P+2 : P*(P+3)/2 + 1 - upper half of cholesky -C decomposition of cov matrix -C REAL PARM(*) -C -C X <-- Vector deviate generated. -C REAL X(P) -C -C WORK <--> Scratch array -C REAL WORK(P) -C -C -C Method -C -C -C 1) Generate P independent standard normal deviates - Ei ~ N(0,1) -C +C +C +C Method +C +C +C Renames SGAMMA from TOMS as slightly modified by BWB to use RANF +C instead of SUNIF. +C +C For details see: +C (Case R >= 1.0) +C Ahrens, J.H. and Dieter, U. +C Generating Gamma Variates by a +C Modified Rejection Technique. +C Comm. ACM, 25,1 (Jan. 1982), 47 - 54. +C Algorithm GD +C +C (Case 0.0 < R < 1.0) +C Ahrens, J.H. and Dieter, U. +C Computer Methods for Sampling from Gamma, +C Beta, Poisson and Binomial Distributions. +C Computing, 12 (1974), 223-246/ +C Adapted algorithm GS. +C +C********************************************************************** +C********************************************************************** +C +C SUBROUTINE GENMN(PARM,X,WORK) +C GENerate Multivariate Normal random deviate +C +C +C Arguments +C +C +C PARM --> Parameters needed to generate multivariate normal +C deviates (MEANV and Cholesky decomposition of +C COVM). Set by a previous call to SETGMN. +C +C 1 : 1 - size of deviate, P +C 2 : P + 1 - mean vector +C P+2 : P*(P+3)/2 + 1 - upper half of cholesky +C decomposition of cov matrix +C REAL PARM(*) +C +C X <-- Vector deviate generated. +C REAL X(P) +C +C WORK <--> Scratch array +C REAL WORK(P) +C +C +C Method +C +C +C 1) Generate P independent standard normal deviates - Ei ~ N(0,1) +C C 2) SETGMN uses Cholesky decomposition find A s.t. trans(A)*A = COV -C -C 3) Generate trans(A)*E + MEANV ~ N(MEANV,COVM) -C -C********************************************************************** +C +C 3) Generate trans(A)*E + MEANV ~ N(MEANV,COVM) +C +C********************************************************************** C********************************************************************** C C SUBROUTINE GENMUL( N, P, NCAT, IX ) @@ -330,256 +330,256 @@ C New York, 1986. C C********************************************************************** -C********************************************************************** -C -C REAL FUNCTION GENNCH( DF, XNONC ) -C Generate random value of Noncentral CHIsquare variable -C -C -C Function -C -C -C -C Generates random deviate from the distribution of a noncentral -C chisquare with DF degrees of freedom and noncentrality parameter -C XNONC. -C -C -C Arguments -C -C -C DF --> Degrees of freedom of the chisquare -C (Must be >= 1.0) -C REAL DF -C -C XNONC --> Noncentrality parameter of the chisquare -C (Must be >= 0.0) -C REAL XNONC -C -C -C Method -C -C -C Uses fact that noncentral chisquare is the sum of a chisquare -C deviate with DF-1 degrees of freedom plus the square of a normal -C deviate with mean XNONC and standard deviation 1. -C -C********************************************************************** -C********************************************************************** -C -C REAL FUNCTION GENNF( DFN, DFD, XNONC ) -C GENerate random deviate from the Noncentral F distribution -C -C -C Function -C -C -C Generates a random deviate from the noncentral F (variance ratio) -C distribution with DFN degrees of freedom in the numerator, and DFD -C degrees of freedom in the denominator, and noncentrality parameter -C XNONC. -C -C -C Arguments -C -C -C DFN --> Numerator degrees of freedom -C (Must be >= 1.0) -C REAL DFN -C DFD --> Denominator degrees of freedom -C (Must be positive) -C REAL DFD -C -C XNONC --> Noncentrality parameter -C (Must be nonnegative) -C REAL XNONC -C -C -C Method -C -C -C Directly generates ratio of noncentral numerator chisquare variate -C to central denominator chisquare variate. -C -C********************************************************************** -C********************************************************************** -C -C REAL FUNCTION GENNOR( AV, SD ) -C -C GENerate random deviate from a NORmal distribution -C -C -C Function -C -C -C Generates a single random deviate from a normal distribution -C with mean, AV, and standard deviation, SD. -C -C -C Arguments -C -C -C AV --> Mean of the normal distribution. -C REAL AV -C -C SD --> Standard deviation of the normal distribution. -C REAL SD +C********************************************************************** +C +C REAL FUNCTION GENNCH( DF, XNONC ) +C Generate random value of Noncentral CHIsquare variable +C +C +C Function +C +C +C +C Generates random deviate from the distribution of a noncentral +C chisquare with DF degrees of freedom and noncentrality parameter +C XNONC. +C +C +C Arguments +C +C +C DF --> Degrees of freedom of the chisquare +C (Must be >= 1.0) +C REAL DF +C +C XNONC --> Noncentrality parameter of the chisquare +C (Must be >= 0.0) +C REAL XNONC +C +C +C Method +C +C +C Uses fact that noncentral chisquare is the sum of a chisquare +C deviate with DF-1 degrees of freedom plus the square of a normal +C deviate with mean XNONC and standard deviation 1. +C +C********************************************************************** +C********************************************************************** +C +C REAL FUNCTION GENNF( DFN, DFD, XNONC ) +C GENerate random deviate from the Noncentral F distribution +C +C +C Function +C +C +C Generates a random deviate from the noncentral F (variance ratio) +C distribution with DFN degrees of freedom in the numerator, and DFD +C degrees of freedom in the denominator, and noncentrality parameter +C XNONC. +C +C +C Arguments +C +C +C DFN --> Numerator degrees of freedom +C (Must be >= 1.0) +C REAL DFN +C DFD --> Denominator degrees of freedom +C (Must be positive) +C REAL DFD +C +C XNONC --> Noncentrality parameter +C (Must be nonnegative) +C REAL XNONC +C +C +C Method +C +C +C Directly generates ratio of noncentral numerator chisquare variate +C to central denominator chisquare variate. +C +C********************************************************************** +C********************************************************************** +C +C REAL FUNCTION GENNOR( AV, SD ) +C +C GENerate random deviate from a NORmal distribution +C +C +C Function +C +C +C Generates a single random deviate from a normal distribution +C with mean, AV, and standard deviation, SD. +C +C +C Arguments +C +C +C AV --> Mean of the normal distribution. +C REAL AV +C +C SD --> Standard deviation of the normal distribution. +C REAL SD C (SD >= 0) -C -C GENNOR <-- Generated normal deviate. -C REAL GENNOR -C -C -C Method -C -C -C Renames SNORM from TOMS as slightly modified by BWB to use RANF -C instead of SUNIF. -C -C For details see: -C Ahrens, J.H. and Dieter, U. -C Extensions of Forsythe's Method for Random -C Sampling from the Normal Distribution. -C Math. Comput., 27,124 (Oct. 1973), 927 - 937. -C -C -C********************************************************************** -C********************************************************************** -C -C SUBROUTINE GENPRM( IARRAY, LARRAY ) -C GENerate random PeRMutation of iarray -C -C -C Arguments -C -C -C IARRAY <--> On output IARRAY is a random permutation of its -C value on input -C INTEGER IARRAY( LARRAY ) -C -C LARRAY <--> Length of IARRAY -C INTEGER LARRAY -C -C********************************************************************** -C********************************************************************** -C -C REAL FUNCTION GENUNF( LOW, HIGH ) -C -C GeNerate Uniform Real between LOW and HIGH -C -C -C Function -C -C -C Generates a real uniformly distributed between LOW and HIGH. -C -C -C Arguments -C -C -C LOW --> Low bound (exclusive) on real value to be generated -C REAL LOW -C -C HIGH --> High bound (exclusive) on real value to be generated -C REAL HIGH -C -C********************************************************************** -C********************************************************************** -C -C SUBROUTINE GETCGN(G) -C Get GeNerator -C -C Returns in G the number of the current random number generator -C -C -C Arguments -C -C -C G <-- Number of the current random number generator (1..32) -C INTEGER G -C -C********************************************************************** -C********************************************************************** -C -C SUBROUTINE GETSD(ISEED1,ISEED2) -C GET SeeD -C -C Returns the value of two integer seeds of the current generator -C -C This is a transcription from Pascal to Fortran of routine -C Get_State from the paper -C -C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package -C with Splitting Facilities." ACM Transactions on Mathematical -C Software, 17:98-111 (1991) -C -C -C Arguments -C -C -C -C ISEED1 <- First integer seed of generator G -C INTEGER ISEED1 -C -C ISEED2 <- Second integer seed of generator G -C INTEGER ISEED1 -C -C********************************************************************** -C********************************************************************** -C -C INTEGER FUNCTION IGNBIN( N, P ) -C -C GENerate BINomial random deviate -C -C -C Function -C -C -C Generates a single random deviate from a binomial -C distribution whose number of trials is N and whose -C probability of an event in each trial is P. -C -C -C Arguments -C -C -C N --> The number of trials in the binomial distribution -C from which a random deviate is to be generated. -C INTEGER N +C +C GENNOR <-- Generated normal deviate. +C REAL GENNOR +C +C +C Method +C +C +C Renames SNORM from TOMS as slightly modified by BWB to use RANF +C instead of SUNIF. +C +C For details see: +C Ahrens, J.H. and Dieter, U. +C Extensions of Forsythe's Method for Random +C Sampling from the Normal Distribution. +C Math. Comput., 27,124 (Oct. 1973), 927 - 937. +C +C +C********************************************************************** +C********************************************************************** +C +C SUBROUTINE GENPRM( IARRAY, LARRAY ) +C GENerate random PeRMutation of iarray +C +C +C Arguments +C +C +C IARRAY <--> On output IARRAY is a random permutation of its +C value on input +C INTEGER IARRAY( LARRAY ) +C +C LARRAY <--> Length of IARRAY +C INTEGER LARRAY +C +C********************************************************************** +C********************************************************************** +C +C REAL FUNCTION GENUNF( LOW, HIGH ) +C +C GeNerate Uniform Real between LOW and HIGH +C +C +C Function +C +C +C Generates a real uniformly distributed between LOW and HIGH. +C +C +C Arguments +C +C +C LOW --> Low bound (exclusive) on real value to be generated +C REAL LOW +C +C HIGH --> High bound (exclusive) on real value to be generated +C REAL HIGH +C +C********************************************************************** +C********************************************************************** +C +C SUBROUTINE GETCGN(G) +C Get GeNerator +C +C Returns in G the number of the current random number generator +C +C +C Arguments +C +C +C G <-- Number of the current random number generator (1..32) +C INTEGER G +C +C********************************************************************** +C********************************************************************** +C +C SUBROUTINE GETSD(ISEED1,ISEED2) +C GET SeeD +C +C Returns the value of two integer seeds of the current generator +C +C This is a transcription from Pascal to Fortran of routine +C Get_State from the paper +C +C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package +C with Splitting Facilities." ACM Transactions on Mathematical +C Software, 17:98-111 (1991) +C +C +C Arguments +C +C +C +C ISEED1 <- First integer seed of generator G +C INTEGER ISEED1 +C +C ISEED2 <- Second integer seed of generator G +C INTEGER ISEED1 +C +C********************************************************************** +C********************************************************************** +C +C INTEGER FUNCTION IGNBIN( N, P ) +C +C GENerate BINomial random deviate +C +C +C Function +C +C +C Generates a single random deviate from a binomial +C distribution whose number of trials is N and whose +C probability of an event in each trial is P. +C +C +C Arguments +C +C +C N --> The number of trials in the binomial distribution +C from which a random deviate is to be generated. +C INTEGER N C (N >= 0) -C -C P --> The probability of an event in each trial of the -C binomial distribution from which a random deviate -C is to be generated. -C REAL P +C +C P --> The probability of an event in each trial of the +C binomial distribution from which a random deviate +C is to be generated. +C REAL P C (0.0 <= P <= 1.0) -C -C IGNBIN <-- A random deviate yielding the number of events -C from N independent trials, each of which has -C a probability of event P. -C INTEGER IGNBIN -C -C -C Note -C -C -C Uses RANF so the value of the seeds, ISEED1 and ISEED2 must be set -C by a call similar to the following -C DUM = RANSET( ISEED1, ISEED2 ) -C -C -C Method -C -C -C This is algorithm BTPE from: -C -C Kachitvichyanukul, V. and Schmeiser, B. W. -C -C Binomial Random Variate Generation. -C Communications of the ACM, 31, 2 -C (February, 1988) 216. -C -C********************************************************************** +C +C IGNBIN <-- A random deviate yielding the number of events +C from N independent trials, each of which has +C a probability of event P. +C INTEGER IGNBIN +C +C +C Note +C +C +C Uses RANF so the value of the seeds, ISEED1 and ISEED2 must be set +C by a call similar to the following +C DUM = RANSET( ISEED1, ISEED2 ) +C +C +C Method +C +C +C This is algorithm BTPE from: +C +C Kachitvichyanukul, V. and Schmeiser, B. W. +C +C Binomial Random Variate Generation. +C Communications of the ACM, 31, 2 +C (February, 1988) 216. +C +C********************************************************************** C********************************************************************** C C INTEGER FUNCTION IGNNBN( N, P ) @@ -618,279 +618,279 @@ C New York, 1986. C C********************************************************************** -C********************************************************************** -C -C INTEGER FUNCTION IGNLGI() -C GeNerate LarGe Integer -C -C Returns a random integer following a uniform distribution over -C (1, 2147483562) using the current generator. -C -C This is a transcription from Pascal to Fortran of routine -C Random from the paper -C -C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package -C with Splitting Facilities." ACM Transactions on Mathematical -C Software, 17:98-111 (1991) -C -C********************************************************************** -C********************************************************************** -C -C INTEGER FUNCTION IGNPOI( MU ) -C -C GENerate POIsson random deviate -C -C -C Function -C -C -C Generates a single random deviate from a Poisson -C distribution with mean MU. -C -C -C Arguments -C -C -C MU --> The mean of the Poisson distribution from which -C a random deviate is to be generated. -C REAL MU +C********************************************************************** +C +C INTEGER FUNCTION IGNLGI() +C GeNerate LarGe Integer +C +C Returns a random integer following a uniform distribution over +C (1, 2147483562) using the current generator. +C +C This is a transcription from Pascal to Fortran of routine +C Random from the paper +C +C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package +C with Splitting Facilities." ACM Transactions on Mathematical +C Software, 17:98-111 (1991) +C +C********************************************************************** +C********************************************************************** +C +C INTEGER FUNCTION IGNPOI( MU ) +C +C GENerate POIsson random deviate +C +C +C Function +C +C +C Generates a single random deviate from a Poisson +C distribution with mean MU. +C +C +C Arguments +C +C +C MU --> The mean of the Poisson distribution from which +C a random deviate is to be generated. +C REAL MU C (MU >= 0.0) -C -C IGNPOI <-- The random deviate. +C +C IGNPOI <-- The random deviate. C REAL IGNPOI (non-negative) -C -C -C Method -C -C -C Renames KPOIS from TOMS as slightly modified by BWB to use RANF -C instead of SUNIF. -C -C For details see: -C -C Ahrens, J.H. and Dieter, U. -C Computer Generation of Poisson Deviates -C From Modified Normal Distributions. -C ACM Trans. Math. Software, 8, 2 -C (June 1982),163-179 -C -C********************************************************************** -C********************************************************************** -C -C INTEGER FUNCTION IGNUIN( LOW, HIGH ) -C -C GeNerate Uniform INteger -C -C -C Function -C -C -C Generates an integer uniformly distributed between LOW and HIGH. -C -C -C Arguments -C -C -C LOW --> Low bound (inclusive) on integer value to be generated -C INTEGER LOW -C -C HIGH --> High bound (inclusive) on integer value to be generated -C INTEGER HIGH -C -C -C Note -C -C -C If (HIGH-LOW) > 2,147,483,561 prints error message on * unit and -C stops the program. -C -C********************************************************************** -C********************************************************************** -C -C SUBROUTINE INITGN(ISDTYP) -C INIT-ialize current G-e-N-erator -C -C Reinitializes the state of the current generator -C ISDTYP = -1 => sets the state to its initial seed -C ISDTYP = 0 => sets the state to its last (previous) seed -C ISDTYP = 1 => sets the state to a new seed 2^w values -C from its last seed -C -C This is a transcription from Pascal to Fortran of routine -C Init_Generator from the paper -C -C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package -C with Splitting Facilities." ACM Transactions on Mathematical -C Software, 17:98-111 (1991) -C -C -C Arguments -C -C -C ISDTYP -> The state to which the generator is to be set -C -C INTEGER ISDTYP -C -C********************************************************************** -C********************************************************************** -C -C SUBROUTINE INRGCM() -C INitialize Random number Generator CoMmon -C -C -C Function -C -C -C Initializes common area for random number generator. This saves -C the nuisance of a BLOCK DATA routine and the difficulty of -C assuring that the routine is loaded with the other routines. -C -C********************************************************************** -C********************************************************************** -C -C INTEGER FUNCTION MLTMOD(A,S,M) -C -C Returns (A*S) MOD M -C -C This is a transcription from Pascal to Fortran of routine -C MULtMod_Decompos from the paper -C -C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package -C with Splitting Facilities." ACM Transactions on Mathematical -C Software, 17:98-111 (1991) -C -C -C Arguments -C -C -C A, S, M --> -C INTEGER A,S,M -C -C********************************************************************** -C********************************************************************** -C -C SUBROUTINE PHRTSD( PHRASE, SEED1, SEED2 ) -C PHRase To SeeDs -C -C -C Function -C -C -C Uses a phrase (character string) to generate two seeds for the RGN -C random number generator. -C -C -C Arguments -C -C -C PHRASE --> Phrase to be used for random number generation -C CHARACTER*(*) PHRASE -C -C SEED1 <-- First seed for RGN generator -C INTEGER SEED1 -C -C SEED2 <-- Second seed for RGN generator -C INTEGER SEED2 -C -C -C Note -C -C -C Trailing blanks are eliminated before the seeds are generated. -C -C Generated seed values will fall in the range 1..2^30 -C (1..1,073,741,824) -C -C********************************************************************** -C********************************************************************** -C -C REAL FUNCTION RANF() -C RANDom number generator as a Function -C -C Returns a random floating point number from a uniform distribution -C over 0 - 1 (endpoints of this interval are not returned) using the -C current generator -C -C This is a transcription from Pascal to Fortran of routine -C Uniform_01 from the paper -C -C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package -C with Splitting Facilities." ACM Transactions on Mathematical -C Software, 17:98-111 (1991) -C -C********************************************************************** -C********************************************************************** -C -C SUBROUTINE SETALL(ISEED1,ISEED2) -C SET ALL random number generators -C -C Sets the initial seed of generator 1 to ISEED1 and ISEED2. The -C initial seeds of the other generators are set accordingly, and -C all generators states are set to these seeds. -C -C This is a transcription from Pascal to Fortran of routine -C Set_Initial_Seed from the paper -C -C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package -C with Splitting Facilities." ACM Transactions on Mathematical -C Software, 17:98-111 (1991) -C -C -C Arguments -C -C -C ISEED1 -> First of two integer seeds -C INTEGER ISEED1 -C -C ISEED2 -> Second of two integer seeds -C INTEGER ISEED1 -C -C********************************************************************** -C********************************************************************** -C -C SUBROUTINE SETANT(QVALUE) -C SET ANTithetic -C -C Sets whether the current generator produces antithetic values. If -C X is the value normally returned from a uniform [0,1] random -C number generator then 1 - X is the antithetic value. If X is the -C value normally returned from a uniform [0,N] random number -C generator then N - 1 - X is the antithetic value. -C -C All generators are initialized to NOT generate antithetic values. -C -C This is a transcription from Pascal to Fortran of routine -C Set_Antithetic from the paper -C -C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package -C with Splitting Facilities." ACM Transactions on Mathematical -C Software, 17:98-111 (1991) -C -C -C Arguments -C -C -C QVALUE -> .TRUE. if generator G is to generating antithetic -C values, otherwise .FALSE. -C LOGICAL QVALUE -C -C********************************************************************** -C********************************************************************** -C -C SUBROUTINE SETCGN( G ) -C Set GeNerator -C +C +C +C Method +C +C +C Renames KPOIS from TOMS as slightly modified by BWB to use RANF +C instead of SUNIF. +C +C For details see: +C +C Ahrens, J.H. and Dieter, U. +C Computer Generation of Poisson Deviates +C From Modified Normal Distributions. +C ACM Trans. Math. Software, 8, 2 +C (June 1982),163-179 +C +C********************************************************************** +C********************************************************************** +C +C INTEGER FUNCTION IGNUIN( LOW, HIGH ) +C +C GeNerate Uniform INteger +C +C +C Function +C +C +C Generates an integer uniformly distributed between LOW and HIGH. +C +C +C Arguments +C +C +C LOW --> Low bound (inclusive) on integer value to be generated +C INTEGER LOW +C +C HIGH --> High bound (inclusive) on integer value to be generated +C INTEGER HIGH +C +C +C Note +C +C +C If (HIGH-LOW) > 2,147,483,561 prints error message on * unit and +C stops the program. +C +C********************************************************************** +C********************************************************************** +C +C SUBROUTINE INITGN(ISDTYP) +C INIT-ialize current G-e-N-erator +C +C Reinitializes the state of the current generator +C ISDTYP = -1 => sets the state to its initial seed +C ISDTYP = 0 => sets the state to its last (previous) seed +C ISDTYP = 1 => sets the state to a new seed 2^w values +C from its last seed +C +C This is a transcription from Pascal to Fortran of routine +C Init_Generator from the paper +C +C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package +C with Splitting Facilities." ACM Transactions on Mathematical +C Software, 17:98-111 (1991) +C +C +C Arguments +C +C +C ISDTYP -> The state to which the generator is to be set +C +C INTEGER ISDTYP +C +C********************************************************************** +C********************************************************************** +C +C SUBROUTINE INRGCM() +C INitialize Random number Generator CoMmon +C +C +C Function +C +C +C Initializes common area for random number generator. This saves +C the nuisance of a BLOCK DATA routine and the difficulty of +C assuring that the routine is loaded with the other routines. +C +C********************************************************************** +C********************************************************************** +C +C INTEGER FUNCTION MLTMOD(A,S,M) +C +C Returns (A*S) MOD M +C +C This is a transcription from Pascal to Fortran of routine +C MULtMod_Decompos from the paper +C +C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package +C with Splitting Facilities." ACM Transactions on Mathematical +C Software, 17:98-111 (1991) +C +C +C Arguments +C +C +C A, S, M --> +C INTEGER A,S,M +C +C********************************************************************** +C********************************************************************** +C +C SUBROUTINE PHRTSD( PHRASE, SEED1, SEED2 ) +C PHRase To SeeDs +C +C +C Function +C +C +C Uses a phrase (character string) to generate two seeds for the RGN +C random number generator. +C +C +C Arguments +C +C +C PHRASE --> Phrase to be used for random number generation +C CHARACTER*(*) PHRASE +C +C SEED1 <-- First seed for RGN generator +C INTEGER SEED1 +C +C SEED2 <-- Second seed for RGN generator +C INTEGER SEED2 +C +C +C Note +C +C +C Trailing blanks are eliminated before the seeds are generated. +C +C Generated seed values will fall in the range 1..2^30 +C (1..1,073,741,824) +C +C********************************************************************** +C********************************************************************** +C +C REAL FUNCTION RANF() +C RANDom number generator as a Function +C +C Returns a random floating point number from a uniform distribution +C over 0 - 1 (endpoints of this interval are not returned) using the +C current generator +C +C This is a transcription from Pascal to Fortran of routine +C Uniform_01 from the paper +C +C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package +C with Splitting Facilities." ACM Transactions on Mathematical +C Software, 17:98-111 (1991) +C +C********************************************************************** +C********************************************************************** +C +C SUBROUTINE SETALL(ISEED1,ISEED2) +C SET ALL random number generators +C +C Sets the initial seed of generator 1 to ISEED1 and ISEED2. The +C initial seeds of the other generators are set accordingly, and +C all generators states are set to these seeds. +C +C This is a transcription from Pascal to Fortran of routine +C Set_Initial_Seed from the paper +C +C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package +C with Splitting Facilities." ACM Transactions on Mathematical +C Software, 17:98-111 (1991) +C +C +C Arguments +C +C +C ISEED1 -> First of two integer seeds +C INTEGER ISEED1 +C +C ISEED2 -> Second of two integer seeds +C INTEGER ISEED1 +C +C********************************************************************** +C********************************************************************** +C +C SUBROUTINE SETANT(QVALUE) +C SET ANTithetic +C +C Sets whether the current generator produces antithetic values. If +C X is the value normally returned from a uniform [0,1] random +C number generator then 1 - X is the antithetic value. If X is the +C value normally returned from a uniform [0,N] random number +C generator then N - 1 - X is the antithetic value. +C +C All generators are initialized to NOT generate antithetic values. +C +C This is a transcription from Pascal to Fortran of routine +C Set_Antithetic from the paper +C +C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package +C with Splitting Facilities." ACM Transactions on Mathematical +C Software, 17:98-111 (1991) +C +C +C Arguments +C +C +C QVALUE -> .TRUE. if generator G is to generating antithetic +C values, otherwise .FALSE. +C LOGICAL QVALUE +C +C********************************************************************** +C********************************************************************** +C +C SUBROUTINE SETCGN( G ) +C Set GeNerator +C C Sets the current generator to G. All references to a generato -C are to the current generator. -C -C -C Arguments -C -C -C G --> Number of the current random number generator (1..32) -C INTEGER G -C -C********************************************************************** +C are to the current generator. +C +C +C Arguments +C +C +C G --> Number of the current random number generator (1..32) +C INTEGER G +C +C********************************************************************** C********************************************************************** C C SUBROUTINE SETGMN( MEANV, COVM, LDCOVM, P, PARM) @@ -932,30 +932,30 @@ C REAL PARM(P*(P+3)/2 + 1) C C********************************************************************** -C********************************************************************** -C -C SUBROUTINE SETSD(ISEED1,ISEED2) -C SET S-ee-D of current generator -C -C Resets the initial seed and state of generator g to ISEED1 and -C ISEED2. The seeds and states of the other generators remain -C unchanged. -C -C This is a transcription from Pascal to Fortran of routine -C Set_Seed from the paper -C -C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package -C with Splitting Facilities." ACM Transactions on Mathematical -C Software, 17:98-111 (1991) -C -C -C Arguments -C -C -C ISEED1 -> First integer seed -C INTEGER ISEED1 -C -C ISEED2 -> Second integer seed -C INTEGER ISEED1 -C -C********************************************************************** +C********************************************************************** +C +C SUBROUTINE SETSD(ISEED1,ISEED2) +C SET S-ee-D of current generator +C +C Resets the initial seed and state of generator g to ISEED1 and +C ISEED2. The seeds and states of the other generators remain +C unchanged. +C +C This is a transcription from Pascal to Fortran of routine +C Set_Seed from the paper +C +C L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package +C with Splitting Facilities." ACM Transactions on Mathematical +C Software, 17:98-111 (1991) +C +C +C Arguments +C +C +C ISEED1 -> First integer seed +C INTEGER ISEED1 +C +C ISEED2 -> Second integer seed +C INTEGER ISEED1 +C +C**********************************************************************