function c4_normal_01 ( seed ) c*********************************************************************72 c cc C4_NORMAL_01 returns a unit pseudonormal C4. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Parameters: c c Input/output, integer SEED, a seed for the random number generator. c c Output, complex C4_NORMAL_01, a unit pseudonormal value. c implicit none complex c4_normal_01 real pi parameter ( pi = 3.141592653589793E+00 ) real r4_uniform_01 integer seed real v1 real v2 real x_c real x_r v1 = r4_uniform_01 ( seed ) v2 = r4_uniform_01 ( seed ) x_r = sqrt ( - 2.0E+00 * log ( v1 ) ) * cos ( 2.0E+00 * pi * v2 ) x_c = sqrt ( - 2.0E+00 * log ( v1 ) ) * sin ( 2.0E+00 * pi * v2 ) c4_normal_01 = cmplx ( x_r, x_c ) return end function c8_normal_01 ( seed ) c*********************************************************************72 c cc C8_NORMAL_01 returns a unit pseudonormal C8. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Parameters: c c Input/output, integer SEED, a seed for the random number generator. c c Output, double complex C8_NORMAL_01, a sample of the PDF. c implicit none double complex c8_normal_01 double precision pi parameter ( pi = 3.141592653589793D+00 ) double precision r8_uniform_01 integer seed double precision v1 double precision v2 double precision x_c double precision x_r v1 = r8_uniform_01 ( seed ) v2 = r8_uniform_01 ( seed ) x_r = sqrt ( - 2.0D+00 * log ( v1 ) ) * cos ( 2.0D+00 * pi * v2 ) x_c = sqrt ( - 2.0D+00 * log ( v1 ) ) * sin ( 2.0D+00 * pi * v2 ) c8_normal_01 = cmplx ( x_r, x_c ) return end function i4_huge ( ) c*********************************************************************72 c cc I4_HUGE returns a "huge" I4. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 13 November 2006 c c Author: c c John Burkardt c c Parameters: c c Output, integer I4_HUGE, a huge number. c implicit none integer i4_huge i4_huge = 2147483647 return end function i4_normal ( a, b, seed ) c*********************************************************************72 c cc I4_NORMAL returns a scaled pseudonormal I4. c c Discussion: c c The normal probability distribution function (PDF) is sampled, c with mean A and standard deviation B. c c The result is then rounded to the nearest integer. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Parameters: c c Input, real A, the mean of the PDF. c c Input, real B, the standard deviation of the PDF. c c Input/output, integer SEED, a seed for the random number generator. c c Output, integer I4_NORMAL, a sample of the normal PDF. c implicit none real a real b integer i4_normal real r4_uniform_01 real pi parameter ( pi = 3.141592653589793E+00 ) real r1 real r2 integer seed integer seed2 integer used real x real y save seed2 save used save y data seed2 / 0 / data used / 0 / data y / 0.0E+00 / c c On odd numbered calls, generate two uniforms, create two normals, c return the first normal and its corresponding seed. c if ( mod ( used, 2 ) .eq. 0 ) then r1 = r4_uniform_01 ( seed ) if ( r1 .eq. 0.0E+00 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'I4_NORMAL - Fatal error!' write ( *, '(a)' ) ' R4_UNIFORM_01 returned a value of 0.' stop end if seed2 = seed r2 = r4_uniform_01 ( seed2 ) x = sqrt ( -2.0E+00 * log ( r1 ) ) * cos ( 2.0E+00 * pi * r2 ) y = sqrt ( -2.0E+00 * log ( r1 ) ) * sin ( 2.0E+00 * pi * r2 ) c c On odd calls, return the second normal and its corresponding seed. c else seed = seed2 x = y end if used = used + 1 i4_normal = nint ( a + b * x ) return end function i8_normal ( a, b, seed ) c*********************************************************************72 c cc I8_NORMAL returns a scaled pseudonormal I8. c c Discussion: c c The normal probability distribution function (PDF) is sampled, c with mean A and standard deviation B. c c The result is then rounded to the nearest integer. c c I changed my mind, and backed down from using an integer*8 as c the seed to r8_uniform_01, so this routine won't work until c I decide how to redo it. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 12 November 2006 c c Author: c c John Burkardt c c Parameters: c c Input, double precision A, the mean of the PDF. c c Input, double precision B, the standard deviation of the PDF. c c Input/output, integer*8 SEED, a seed for the c random number generator. c c Output, integer*8 I8_NORMAL, a sample of the normal PDF. c implicit none double precision a double precision b integer*8 i8_normal double precision pi parameter ( pi = 3.141592653589793D+00 ) double precision r1 double precision r2 double precision r8_uniform_01 integer*8 seed integer*8 seed2 integer*8 used double precision x double precision y save seed2 save used save y data seed2 / 0 / data used / 0 / data y / 0.0D+00 / c c On odd numbered calls, generate two uniforms, create two normals, c return the first normal and its corresponding seed. c if ( mod ( used, 2 ) == 0 ) then r1 = r8_uniform_01 ( seed ) if ( r1 == 0.0D+00 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'I8_NORMAL - Fatal error!' write ( *, '(a)' ) ' R8_UNIFORM_01 returned a value of 0.' stop end if seed2 = seed r2 = r8_uniform_01 ( seed2 ) x = sqrt ( -2.0D+00 * log ( r1 ) ) * cos ( 2.0D+00 * pi * r2 ) y = sqrt ( -2.0D+00 * log ( r1 ) ) * sin ( 2.0D+00 * pi * r2 ) c c On odd calls, return the second normal and its corresponding seed. c else seed = seed2 x = y end if used = used + 1 i8_normal = nint ( a + b * x ) return end function r4_normal ( a, b, seed ) c*********************************************************************72 c cc R4_NORMAL returns a scaled pseudonormal R4. c c Discussion: c c The normal probability distribution function (PDF) is sampled, c with mean A and standard deviation B. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Parameters: c c Input, real A, the mean of the PDF. c c Input, real B, the standard deviation of the PDF. c c Input/output, integer SEED, a seed for the random number generator. c c Output, real R4_NORMAL, a sample of the normal PDF. c implicit none real a real b real pi parameter ( pi = 3.141592653589793E+00 ) real r1 real r2 real r4_normal real r4_uniform_01 integer seed integer seed2 integer used real x real y save seed2 save used save y data seed2 / 0 / data used / 0 / data y / 0.0E+00 / c c On odd numbered calls, generate two uniforms, create two normals, c return the first normal and its corresponding seed. c if ( mod ( used, 2 ) .eq. 0 ) then r1 = r4_uniform_01 ( seed ) if ( r1 .eq. 0.0E+00 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'R4_NORMAL - Fatal error!' write ( *, '(a)' ) ' R4_UNIFORM_01 returned a value of 0.' stop end if seed2 = seed r2 = r4_uniform_01 ( seed2 ) x = sqrt ( -2.0E+00 * log ( r1 ) ) * cos ( 2.0E+00 * pi * r2 ) y = sqrt ( -2.0E+00 * log ( r1 ) ) * sin ( 2.0E+00 * pi * r2 ) c c On odd calls, return the second normal and its corresponding seed. c else seed = seed2 x = y end if used = used + 1 r4_normal = a + b * x return end function r4_normal_01 ( seed ) c*********************************************************************72 c cc R4_NORMAL_01 returns a unit pseudonormal real R4. c c Discussion: c c The standard normal probability distribution function (PDF) has c mean 0 and standard deviation 1. c c Because this routine uses the Box Muller method, it requires pairs c of uniform random values to generate a pair of normal random values. c This means that on every other call, essentially, the input value of c SEED is ignored, since the code saves the second normal random value. c c If you didn't know this, you might be confused since, usually, the c output of a random number generator can be completely controlled by c the input value of the SEED. If I were more careful, I could rewrite c this routine so that it would distinguish between cases where the input c value of SEED is the output value from the previous call (all is well) c and those cases where it is not (the user has decided to do something c new. Restart the uniform random number sequence.) But I'll leave c that for later. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Parameters: c c Input/output, integer SEED, a seed for the random number generator. c c Output, real R4_NORMAL_01, a sample of the standard normal PDF. c implicit none real pi parameter ( pi = 3.141592653589793E+00 ) real r1 real r2 real r4_normal_01 real r4_uniform_01 integer seed integer seed2 integer used real x real y save seed2 save used save y data seed2 / 0 / data used / 0 / data y / 0.0E+00 / c c On odd numbered calls, generate two uniforms, create two normals, c return the first normal and its corresponding seed. c if ( mod ( used, 2 ) .eq. 0 ) then r1 = r4_uniform_01 ( seed ) if ( r1 .eq. 0.0E+00 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'R4_NORMAL_01 - Fatal error!' write ( *, '(a)' ) ' R4_UNIFORM_01 returned a value of 0.' stop end if seed2 = seed r2 = r4_uniform_01 ( seed2 ) x = sqrt ( -2.0E+00 * log ( r1 ) ) * cos ( 2.0E+00 * pi * r2 ) y = sqrt ( -2.0E+00 * log ( r1 ) ) * sin ( 2.0E+00 * pi * r2 ) c c On odd calls, return the second normal and its corresponding seed. c else seed = seed2 x = y end if used = used + 1 r4_normal_01 = x return end function r4_uniform_01 ( seed ) c*********************************************************************72 c cc R4_UNIFORM_01 returns a unit pseudorandom R4. c c Discussion: c c This routine implements the recursion c c seed = 16807 * seed mod ( 2**31 - 1 ) c r4_uniform_01 = seed / ( 2**31 - 1 ) c c The integer arithmetic never requires more than 32 bits, c including a sign bit. c c If the initial seed is 12345, then the first three computations are c c Input Output R4_UNIFORM_01 c SEED SEED c c 12345 207482415 0.096616 c 207482415 1790989824 0.833995 c 1790989824 2035175616 0.947702 c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Reference: c c Paul Bratley, Bennett Fox, Linus Schrage, c A Guide to Simulation, c Springer Verlag, pages 201-202, 1983. c c Pierre L'Ecuyer, c Random Number Generation, c in Handbook of Simulation, c edited by Jerry Banks, c Wiley Interscience, page 95, 1998. c c Bennett Fox, c Algorithm 647: c Implementation and Relative Efficiency of Quasirandom c Sequence Generators, c ACM Transactions on Mathematical Software, c Volume 12, Number 4, pages 362-376, 1986. c c Peter Lewis, Allen Goodman, James Miller, c A Pseudo-Random Number Generator for the System/360, c IBM Systems Journal, c Volume 8, pages 136-143, 1969. c c Parameters: c c Input/output, integer SEED, the "seed" value, which should NOT be 0. c On output, SEED has been updated. c c Output, real R4_UNIFORM_01, a new pseudorandom variate, c strictly between 0 and 1. c implicit none integer k integer seed real r4_uniform_01 k = seed / 127773 seed = 16807 * ( seed - k * 127773 ) - k * 2836 if ( seed .lt. 0 ) then seed = seed + 2147483647 end if c c Although SEED can be represented exactly as a 32 bit integer, c it generally cannot be represented exactly as a 32 bit real number! c r4_uniform_01 = real ( dble ( seed ) * 4.656612875D-10 ) return end subroutine r4vec_normal_01 ( n, seed, x ) c*********************************************************************72 c cc R4VEC_NORMAL_01 returns a unit pseudonormal R4VEC. c c Discussion: c c The standard normal probability distribution function (PDF) has c mean 0 and standard deviation 1. c c This routine can generate a vector of values on one call. It c has the feature that it should provide the same results c in the same order no matter how we break up the task. c c Before calling this routine, the user may call RANDOM_SEED c in order to set the seed of the random number generator. c c The Box-Muller method is used, which is efficient, but c generates an even number of values each time. On any call c to this routine, an even number of new values are generated. c Depending on the situation, one value may be left over. c In that case, it is saved for the next call. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 23 January 2011 c c Author: c c John Burkardt c c Parameters: c c Input, integer N, the number of values desired. If N is negative, c then the code will flush its internal memory; in particular, c if there is a saved value to be used on the next call, it is c instead discarded. This is useful if the user has reset the c random number seed, for instance. c c Input/output, integer SEED, a seed for the random number generator. c c Output, real X(N), a sample of the standard normal PDF. c c Local parameters: c c Local, integer MADE, records the number of values that have c been computed. On input with negative N, this value overwrites c the return value of N, so the user can get an accounting of c how much work has been done. c c Local, integer SAVED, is 0 or 1 depending on whether there is a c single saved value left over from the previous call. c c Local, integer X_LO_INDEX, X_HI_INDEX, records the range of entries of c X that we need to compute. This starts off as 1:N, but is adjusted c if we have a saved value that can be immediately stored in X(1), c and so on. c c Local, real Y, the value saved from the previous call, if c SAVED is 1. c implicit none integer n integer i integer m integer made real pi parameter ( pi = 3.141592653589793E+00 ) real r(2) real r4_uniform_01 integer saved integer seed real x(n) integer x_hi_index integer x_lo_index real y save made save saved save y data made / 0 / data saved / 0 / data y / 0.0E+00 / c c I'd like to allow the user to reset the internal data. c But this won't work properly if we have a saved value Y. c I'm making a crock option that allows the user to signal c explicitly that any internal memory should be flushed, c by passing in a negative value for N. c if ( n .lt. 0 ) then n = made made = 0 saved = 0 y = 0.0E+00 return else if ( n .eq. 0 ) then return end if c c Record the range of X we need to fill in. c x_lo_index = 1 x_hi_index = n c c Use up the old value, if we have it. c if ( saved .eq. 1 ) then x(1) = y saved = 0 x_lo_index = 2 end if c c Maybe we don't need any more values. c if ( x_hi_index - x_lo_index + 1 .eq. 0 ) then c c If we need just one new value, do that here to avoid null arrays. c else if ( x_hi_index - x_lo_index + 1 .eq. 1 ) then r(1) = r4_uniform_01 ( seed ) if ( r(1) .eq. 0.0D+00 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'R4VEC_NORMAL_01 - Fatal errorc' write ( *, '(a)' ) ' R4_UNIFORM_01 returned a value of 0.' stop end if r(2) = r4_uniform_01 ( seed ) x(x_hi_index) = & sqrt ( -2.0E+00 * log ( r(1) ) ) & * cos ( 2.0E+00 * pi * r(2) ) y = sqrt ( -2.0E+00 * log ( r(1) ) ) & * sin ( 2.0E+00 * pi * r(2) ) saved = 1 made = made + 2 c c If we require an even number of values, that's easy. c else if ( mod ( x_hi_index - x_lo_index + 1, 2 ) .eq. 0 ) then do i = x_lo_index, x_hi_index, 2 call r4vec_uniform_01 ( 2, seed, r ) x(i) = & sqrt ( -2.0E+00 * log ( r(1) ) ) & * cos ( 2.0E+00 * pi * r(2) ) x(i+1) = & sqrt ( -2.0E+00 * log ( r(1) ) ) & * sin ( 2.0E+00 * pi * r(2) ) end do made = made + x_hi_index - x_lo_index + 1 c c If we require an odd number of values, we generate an even number, c and handle the last pair specially, storing one in X(N), and c saving the other for later. c else do i = x_lo_index, x_hi_index - 1, 2 call r4vec_uniform_01 ( 2, seed, r ) x(i) = & sqrt ( -2.0E+00 * log ( r(1) ) ) & * cos ( 2.0E+00 * pi * r(2) ) x(i+1) = & sqrt ( -2.0E+00 * log ( r(1) ) ) & * sin ( 2.0E+00 * pi * r(2) ) end do call r4vec_uniform_01 ( 2, seed, r ) x(n) = sqrt ( -2.0E+00 * log ( r(1) ) ) & * cos ( 2.0E+00 * pi * r(1) ) y = sqrt ( -2.0E+00 * log ( r(2) ) ) & * sin ( 2.0E+00 * pi * r(2) ) saved = 1 made = made + x_hi_index - x_lo_index + 2 end if return end subroutine r4vec_uniform_01 ( n, seed, r ) c*********************************************************************72 c cc R4VEC_UNIFORM_01 returns a unit pseudorandom R4VEC. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 05 March 2006 c c Author: c c John Burkardt c c Reference: c c Paul Bratley, Bennett Fox, Linus Schrage, c A Guide to Simulation, c Second Edition, c Springer, 1987, c ISBN: 0387964673, c LC: QA76.9.C65.B73. c c Bennett Fox, c Algorithm 647: c Implementation and Relative Efficiency of Quasirandom c Sequence Generators, c ACM Transactions on Mathematical Software, c Volume 12, Number 4, December 1986, pages 362-376. c c Pierre L'Ecuyer, c Random Number Generation, c in Handbook of Simulation, c edited by Jerry Banks, c Wiley, 1998, c ISBN: 0471134031, c LC: T57.62.H37. c c Peter Lewis, Allen Goodman, James Miller, c A Pseudo-Random Number Generator for the System/360, c IBM Systems Journal, c Volume 8, Number 2, 1969, pages 136-143. c c Parameters: c c Input, integer N, the number of entries in the vector. c c Input/output, integer SEED, the "seed" value, which should NOT be 0. c On output, SEED has been updated. c c Output, real R(N), the vector of pseudorandom values. c implicit none integer n integer i integer i4_huge parameter ( i4_huge = 2147483647 ) integer k integer seed real r(n) if ( seed .eq. 0 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'R4VEC_UNIFORM_01 - Fatal error!' write ( *, '(a)' ) ' Input value of SEED = 0.' stop end if do i = 1, n k = seed / 127773 seed = 16807 * ( seed - k * 127773 ) - k * 2836 if ( seed .lt. 0 ) then seed = seed + i4_huge end if r(i) = real ( seed ) * 4.656612875E-10 end do return end function r8_normal ( a, b, seed ) c*********************************************************************72 c cc R8_NORMAL returns a scaled pseudonormal R8. c c Discussion: c c The normal probability distribution function (PDF) is sampled, c with mean A and standard deviation B. c c I changed my mind, and backed down from using an integer*8 as c the seed to r8_uniform_01, so this routine won't work until c I decide how to redo it. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Parameters: c c Input, double precision A, the mean of the PDF. c c Input, double precision B, the standard deviation of the PDF. c c Input/output, integer SEED, a seed for the random number generator. c c Output, double precision R8_NORMAL, a sample of the normal PDF. c implicit none double precision a double precision b double precision pi parameter ( pi = 3.141592653589793D+00 ) double precision r1 double precision r2 double precision r8_normal double precision r8_uniform_01 integer seed integer seed2 integer used double precision x double precision y save seed2 save used save y data seed2 / 0 / data used / 0 / data y / 0.0D+00 / c c On odd numbered calls, generate two uniforms, create two normals, c return the first normal and its corresponding seed. c if ( mod ( used, 2 ) .eq. 0 ) then r1 = r8_uniform_01 ( seed ) if ( r1 .eq. 0.0D+00 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'R8_NORMAL - Fatal error!' write ( *, '(a)' ) ' R8_UNIFORM_01 returned a value of 0.' stop end if seed2 = seed r2 = r8_uniform_01 ( seed2 ) x = sqrt ( -2.0D+00 * log ( r1 ) ) * cos ( 2.0D+00 * pi * r2 ) y = sqrt ( -2.0D+00 * log ( r1 ) ) * sin ( 2.0D+00 * pi * r2 ) c c On odd calls, return the second normal and its corresponding seed. c else seed = seed2 x = y end if used = used + 1 r8_normal = a + b * x return end function r8_normal_01 ( seed ) c*********************************************************************72 c cc R8_NORMAL_01 returns a unit pseudonormal R8. c c Discussion: c c Because this routine uses the Box Muller method, it requires pairs c of uniform random values to generate a pair of normal random values. c This means that on every other call, the code can use the second c value that it calculated. c c However, if the user has changed the SEED value between calls, c the routine automatically resets itself and discards the saved data. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 08 January 2007 c c Author: c c John Burkardt c c Parameters: c c Input/output, integer SEED, a seed for the random number generator. c c Output, double precision R8_NORMAL_01, a sample of the standard normal PDF. c implicit none double precision pi parameter ( pi = 3.141592653589793D+00 ) double precision r1 double precision r2 double precision r8_normal_01 double precision r8_uniform_01 integer seed integer seed1 integer seed2 integer seed3 integer used double precision v1 double precision v2 save seed1 save seed2 save seed3 save used save v2 data seed2 / 0 / data used / 0 / data v2 / 0.0D+00 / c c If USED is odd, but the input SEED does not match c the output SEED on the previous call, then the user has changed c the seed. Wipe out internal memory. c if ( mod ( used, 2 ) == 1 ) then if ( seed .ne. seed2 ) then used = 0 seed1 = 0 seed2 = 0 seed3 = 0 v2 = 0.0D+00 end if end if c c If USED is even, generate two uniforms, create two normals, c return the first normal and its corresponding seed. c if ( mod ( used, 2 ) .eq. 0 ) then seed1 = seed r1 = r8_uniform_01 ( seed ) if ( r1 .eq. 0.0D+00 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'R8_NORMAL_01 - Fatal error!' write ( *, '(a)' ) ' R8_UNIFORM_01 returned a value of 0.' stop end if seed2 = seed r2 = r8_uniform_01 ( seed ) seed3 = seed v1 = sqrt ( -2.0D+00 * log ( r1 ) ) * cos ( 2.0D+00 * pi * r2 ) v2 = sqrt ( -2.0D+00 * log ( r1 ) ) * sin ( 2.0D+00 * pi * r2 ) r8_normal_01 = v1 seed = seed2 c c If USED is odd (and the input SEED matched the output value from c the previous call), return the second normal and its corresponding seed. c else r8_normal_01 = v2 seed = seed3 end if used = used + 1 return end function r8_uniform_01 ( seed ) c*********************************************************************72 c cc R8_UNIFORM_01 returns a unit pseudorandom R8. c c Discussion: c c This routine implements the recursion c c seed = 16807 * seed mod ( 2**31 - 1 ) c r8_uniform_01 = seed / ( 2**31 - 1 ) c c The integer arithmetic never requires more than 32 bits, c including a sign bit. c c If the initial seed is 12345, then the first three computations are c c Input Output R8_UNIFORM_01 c SEED SEED c c 12345 207482415 0.096616 c 207482415 1790989824 0.833995 c 1790989824 2035175616 0.947702 c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Reference: c c Paul Bratley, Bennett Fox, Linus Schrage, c A Guide to Simulation, c Springer Verlag, pages 201-202, 1983. c c Pierre L'Ecuyer, c Random Number Generation, c in Handbook of Simulation, c edited by Jerry Banks, c Wiley Interscience, page 95, 1998. c c Bennett Fox, c Algorithm 647: c Implementation and Relative Efficiency of Quasirandom c Sequence Generators, c ACM Transactions on Mathematical Software, c Volume 12, Number 4, pages 362-376, 1986. c c Peter Lewis, Allen Goodman, James Miller, c A Pseudo-Random Number Generator for the System/360, c IBM Systems Journal, c Volume 8, pages 136-143, 1969. c c Parameters: c c Input/output, integer SEED, the "seed" value, which should NOT be 0. c On output, SEED has been updated. c c Output, double precision R8_UNIFORM_01, a new pseudorandom variate, c strictly between 0 and 1. c implicit none integer k double precision r8_uniform_01 integer seed k = seed / 127773 seed = 16807 * ( seed - k * 127773 ) - k * 2836 if ( seed .lt. 0 ) then seed = seed + 2147483647 end if c c Although SEED can be represented exactly as a 32 bit integer, c it generally cannot be represented exactly as a 32 bit real number! c r8_uniform_01 = dble ( seed ) * 4.656612875D-10 return end subroutine r8mat_normal ( m, n, a, b, seed, r ) c*********************************************************************72 c cc R8MAT_NORMAL returns a scaled pseudonormal R8MAT. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 12 November 2010 c c Author: c c John Burkardt c c Reference: c c Paul Bratley, Bennett Fox, Linus Schrage, c A Guide to Simulation, c Springer Verlag, pages 201-202, 1983. c c Bennett Fox, c Algorithm 647: c Implementation and Relative Efficiency of Quasirandom c Sequence Generators, c ACM Transactions on Mathematical Software, c Volume 12, Number 4, pages 362-376, 1986. c c Peter Lewis, Allen Goodman, James Miller, c A Pseudo-Random Number Generator for the System/360, c IBM Systems Journal, c Volume 8, pages 136-143, 1969. c c Parameters: c c Input, integer M, N, the number of rows and columns in the array. c c Input, double precision A, B, the mean and standard deviation. c c Input/output, integer SEED, the "seed" value, which should NOT be 0. c On output, SEED has been updated. c c Output, double precision R(M,N), the array of pseudonormal values. c implicit none integer m integer n double precision a double precision b integer seed double precision r(m,n) call r8vec_normal ( m * n, a, b, seed, r ) return end subroutine r8mat_normal_01 ( m, n, seed, r ) c*********************************************************************72 c cc R8MAT_NORMAL_01 returns a unit pseudonormal R8MAT. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 12 November 2010 c c Author: c c John Burkardt c c Reference: c c Paul Bratley, Bennett Fox, Linus Schrage, c A Guide to Simulation, c Springer Verlag, pages 201-202, 1983. c c Bennett Fox, c Algorithm 647: c Implementation and Relative Efficiency of Quasirandom c Sequence Generators, c ACM Transactions on Mathematical Software, c Volume 12, Number 4, pages 362-376, 1986. c c Peter Lewis, Allen Goodman, James Miller, c A Pseudo-Random Number Generator for the System/360, c IBM Systems Journal, c Volume 8, pages 136-143, 1969. c c Parameters: c c Input, integer M, N, the number of rows and columns in the array. c c Input/output, integer SEED, the "seed" value, which should NOT be 0. c On output, SEED has been updated. c c Output, double precision R(M,N), the array of pseudonormal values. c implicit none integer m integer n integer seed double precision r(m,n) call r8vec_normal_01 ( m * n, seed, r ) return end subroutine r8vec_normal ( n, a, b, seed, x ) c*********************************************************************72 c cc R8VEC_NORMAL returns a scaled pseudonormal R8VEC. c c Discussion: c c The standard normal probability distribution function (PDF) has c mean 0 and standard deviation 1. c c This routine can generate a vector of values on one call. It c has the feature that it should provide the same results c in the same order no matter how we break up the task. c c Before calling this routine, the user may call RANDOM_SEED c in order to set the seed of the random number generator. c c The Box-Muller method is used, which is efficient, but c generates an even number of values each time. On any call c to this routine, an even number of new values are generated. c Depending on the situation, one value may be left over. c In that case, it is saved for the next call. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Parameters: c c Input, integer N, the number of values desired. If N is negative, c then the code will flush its internal memory; in particular, c if there is a saved value to be used on the next call, it is c instead discarded. This is useful if the user has reset the c random number seed, for instance. c c Input, real ( kind = 8 ) A, B, the mean and standard deviation. c c Input/output, integer SEED, a seed for the random number generator. c c Output, double precision X(N), a sample of the standard normal PDF. c c Local parameters: c c Local, integer MADE, records the number of values that have c been computed. On input with negative N, this value overwrites c the return value of N, so the user can get an accounting of c how much work has been done. c c Local, integer SAVED, is 0 or 1 depending on whether there is a c single saved value left over from the previous call. c c Local, integer X_LO_INDEX, X_HI_INDEX, records the range of entries of c X that we need to compute. This starts off as 1:N, but is adjusted c if we have a saved value that can be immediately stored in X(1), c and so on. c c Local, double precision Y, the value saved from the previous call, if c SAVED is 1. c implicit none integer n double precision a double precision b integer i integer m integer made double precision pi parameter ( pi = 3.141592653589793D+00 ) double precision r(2) double precision r8_uniform_01 integer saved integer seed double precision x(n) integer x_hi_index integer x_lo_index double precision y save made save saved save y data made / 0 / data saved / 0 / data y / 0.0D+00 / c c I'd like to allow the user to reset the internal data. c But this won't work properly if we have a saved value Y. c I'm making a crock option that allows the user to signal c explicitly that any internal memory should be flushed, c by passing in a negative value for N. c if ( n .lt. 0 ) then n = made made = 0 saved = 0 y = 0.0D+00 return else if ( n .eq. 0 ) then return end if c c Record the range of X we need to fill in. c x_lo_index = 1 x_hi_index = n c c Use up the old value, if we have it. c if ( saved .eq. 1 ) then x(1) = y saved = 0 x_lo_index = 2 end if c c Maybe we don't need any more values. c if ( x_hi_index - x_lo_index + 1 .eq. 0 ) then c c If we need just one new value, do that here to avoid null arrays. c else if ( x_hi_index - x_lo_index + 1 .eq. 1 ) then r(1) = r8_uniform_01 ( seed ) if ( r(1) .eq. 0.0D+00 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'R8VEC_NORMAL - Fatal errorc' write ( *, '(a)' ) ' R8_UNIFORM_01 returned a value of 0.' stop end if r(2) = r8_uniform_01 ( seed ) x(x_hi_index) = & sqrt ( -2.0D+00 * log ( r(1) ) ) & * cos ( 2.0D+00 * pi * r(2) ) y = sqrt ( -2.0D+00 * log ( r(1) ) ) & * sin ( 2.0D+00 * pi * r(2) ) saved = 1 made = made + 2 c c If we require an even number of values, that's easy. c else if ( mod ( x_hi_index - x_lo_index + 1, 2 ) .eq. 0 ) then do i = x_lo_index, x_hi_index, 2 call r8vec_uniform_01 ( 2, seed, r ) x(i) = & sqrt ( -2.0D+00 * log ( r(1) ) ) & * cos ( 2.0D+00 * pi * r(2) ) x(i+1) = & sqrt ( -2.0D+00 * log ( r(1) ) ) & * sin ( 2.0D+00 * pi * r(2) ) end do made = made + x_hi_index - x_lo_index + 1 c c If we require an odd number of values, we generate an even number, c and handle the last pair specially, storing one in X(N), and c saving the other for later. c else do i = x_lo_index, x_hi_index - 1, 2 call r8vec_uniform_01 ( 2, seed, r ) x(i) = & sqrt ( -2.0D+00 * log ( r(1) ) ) & * cos ( 2.0D+00 * pi * r(2) ) x(i+1) = & sqrt ( -2.0D+00 * log ( r(1) ) ) & * sin ( 2.0D+00 * pi * r(2) ) end do call r8vec_uniform_01 ( 2, seed, r ) x(n) = sqrt ( -2.0D+00 * log ( r(1) ) ) & * cos ( 2.0D+00 * pi * r(1) ) y = sqrt ( -2.0D+00 * log ( r(2) ) ) & * sin ( 2.0D+00 * pi * r(2) ) saved = 1 made = made + x_hi_index - x_lo_index + 2 end if do i = 1, n x(i) = a + b * x(i) end do return end subroutine r8vec_normal_01 ( n, seed, x ) c*********************************************************************72 c cc R8VEC_NORMAL_01 returns a unit pseudonormal R8VEC. c c Discussion: c c The standard normal probability distribution function (PDF) has c mean 0 and standard deviation 1. c c This routine can generate a vector of values on one call. It c has the feature that it should provide the same results c in the same order no matter how we break up the task. c c Before calling this routine, the user may call RANDOM_SEED c in order to set the seed of the random number generator. c c The Box-Muller method is used, which is efficient, but c generates an even number of values each time. On any call c to this routine, an even number of new values are generated. c Depending on the situation, one value may be left over. c In that case, it is saved for the next call. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Parameters: c c Input, integer N, the number of values desired. If N is negative, c then the code will flush its internal memory; in particular, c if there is a saved value to be used on the next call, it is c instead discarded. This is useful if the user has reset the c random number seed, for instance. c c Input/output, integer SEED, a seed for the random number generator. c c Output, double precision X(N), a sample of the standard normal PDF. c c Local parameters: c c Local, integer MADE, records the number of values that have c been computed. On input with negative N, this value overwrites c the return value of N, so the user can get an accounting of c how much work has been done. c c Local, integer SAVED, is 0 or 1 depending on whether there is a c single saved value left over from the previous call. c c Local, integer X_LO_INDEX, X_HI_INDEX, records the range of entries of c X that we need to compute. This starts off as 1:N, but is adjusted c if we have a saved value that can be immediately stored in X(1), c and so on. c c Local, double precision Y, the value saved from the previous call, if c SAVED is 1. c implicit none integer n integer i integer m integer made double precision pi parameter ( pi = 3.141592653589793D+00 ) double precision r(2) double precision r8_uniform_01 integer saved integer seed double precision x(n) integer x_hi_index integer x_lo_index double precision y save made save saved save y data made / 0 / data saved / 0 / data y / 0.0D+00 / c c I'd like to allow the user to reset the internal data. c But this won't work properly if we have a saved value Y. c I'm making a crock option that allows the user to signal c explicitly that any internal memory should be flushed, c by passing in a negative value for N. c if ( n .lt. 0 ) then n = made made = 0 saved = 0 y = 0.0D+00 return else if ( n .eq. 0 ) then return end if c c Record the range of X we need to fill in. c x_lo_index = 1 x_hi_index = n c c Use up the old value, if we have it. c if ( saved .eq. 1 ) then x(1) = y saved = 0 x_lo_index = 2 end if c c Maybe we don't need any more values. c if ( x_hi_index - x_lo_index + 1 .eq. 0 ) then c c If we need just one new value, do that here to avoid null arrays. c else if ( x_hi_index - x_lo_index + 1 .eq. 1 ) then r(1) = r8_uniform_01 ( seed ) if ( r(1) .eq. 0.0D+00 ) then write ( *, '(a)' ) ' ' write ( *, '(a)' ) 'R8VEC_NORMAL_01 - Fatal errorc' write ( *, '(a)' ) ' R8_UNIFORM_01 returned a value of 0.' stop end if r(2) = r8_uniform_01 ( seed ) x(x_hi_index) = & sqrt ( -2.0D+00 * log ( r(1) ) ) & * cos ( 2.0D+00 * pi * r(2) ) y = sqrt ( -2.0D+00 * log ( r(1) ) ) & * sin ( 2.0D+00 * pi * r(2) ) saved = 1 made = made + 2 c c If we require an even number of values, that's easy. c else if ( mod ( x_hi_index - x_lo_index + 1, 2 ) .eq. 0 ) then do i = x_lo_index, x_hi_index, 2 call r8vec_uniform_01 ( 2, seed, r ) x(i) = & sqrt ( -2.0D+00 * log ( r(1) ) ) & * cos ( 2.0D+00 * pi * r(2) ) x(i+1) = & sqrt ( -2.0D+00 * log ( r(1) ) ) & * sin ( 2.0D+00 * pi * r(2) ) end do made = made + x_hi_index - x_lo_index + 1 c c If we require an odd number of values, we generate an even number, c and handle the last pair specially, storing one in X(N), and c saving the other for later. c else do i = x_lo_index, x_hi_index - 1, 2 call r8vec_uniform_01 ( 2, seed, r ) x(i) = & sqrt ( -2.0D+00 * log ( r(1) ) ) & * cos ( 2.0D+00 * pi * r(2) ) x(i+1) = & sqrt ( -2.0D+00 * log ( r(1) ) ) & * sin ( 2.0D+00 * pi * r(2) ) end do call r8vec_uniform_01 ( 2, seed, r ) x(n) = sqrt ( -2.0D+00 * log ( r(1) ) ) & * cos ( 2.0D+00 * pi * r(1) ) y = sqrt ( -2.0D+00 * log ( r(2) ) ) & * sin ( 2.0D+00 * pi * r(2) ) saved = 1 made = made + x_hi_index - x_lo_index + 2 end if return end subroutine r8vec_uniform_01 ( n, seed, r ) c*********************************************************************72 c cc R8VEC_UNIFORM_01 returns a unit pseudorandom R8VEC. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 17 July 2006 c c Author: c c John Burkardt c c Reference: c c Paul Bratley, Bennett Fox, Linus Schrage, c A Guide to Simulation, c Springer Verlag, pages 201-202, 1983. c c Bennett Fox, c Algorithm 647: c Implementation and Relative Efficiency of Quasirandom c Sequence Generators, c ACM Transactions on Mathematical Software, c Volume 12, Number 4, pages 362-376, 1986. c c Peter Lewis, Allen Goodman, James Miller, c A Pseudo-Random Number Generator for the System/360, c IBM Systems Journal, c Volume 8, pages 136-143, 1969. c c Parameters: c c Input, integer N, the number of entries in the vector. c c Input/output, integer SEED, the "seed" value, which should NOT be 0. c On output, SEED has been updated. c c Output, double precision R(N), the vector of pseudorandom values. c implicit none integer n integer i integer k integer seed double precision r(n) do i = 1, n k = seed / 127773 seed = 16807 * ( seed - k * 127773 ) - k * 2836 if ( seed .lt. 0 ) then seed = seed + 2147483647 end if r(i) = dble ( seed ) * 4.656612875D-10 end do return end subroutine timestamp ( ) c*********************************************************************72 c cc TIMESTAMP prints out the current YMDHMS date as a timestamp. c c Discussion: c c This FORTRAN77 version is made available for cases where the c FORTRAN90 version cannot be used. c c Licensing: c c This code is distributed under the GNU LGPL license. c c Modified: c c 12 January 2007 c c Author: c c John Burkardt c c Parameters: c c None c implicit none character * ( 8 ) ampm integer d character * ( 8 ) date integer h integer m integer mm character * ( 9 ) month(12) integer n integer s character * ( 10 ) time integer y save month data month / & 'January ', 'February ', 'March ', 'April ', & 'May ', 'June ', 'July ', 'August ', & 'September', 'October ', 'November ', 'December ' / call date_and_time ( date, time ) read ( date, '(i4,i2,i2)' ) y, m, d read ( time, '(i2,i2,i2,1x,i3)' ) h, n, s, mm if ( h .lt. 12 ) then ampm = 'AM' else if ( h .eq. 12 ) then if ( n .eq. 0 .and. s .eq. 0 ) then ampm = 'Noon' else ampm = 'PM' end if else h = h - 12 if ( h .lt. 12 ) then ampm = 'PM' else if ( h .eq. 12 ) then if ( n .eq. 0 .and. s .eq. 0 ) then ampm = 'Midnight' else ampm = 'AM' end if end if end if write ( *, & '(i2,1x,a,1x,i4,2x,i2,a1,i2.2,a1,i2.2,a1,i3.3,1x,a)' ) & d, month(m), y, h, ':', n, ':', s, '.', mm, ampm return end