OpenLibm/slatec/rgauss.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras.
Replace amos with slatec
2012-12-31 16:37:05 -05:00

43 lines
1.4 KiB
Fortran

*DECK RGAUSS
FUNCTION RGAUSS (XMEAN, SD)
C***BEGIN PROLOGUE RGAUSS
C***PURPOSE Generate a normally distributed (Gaussian) random number.
C***LIBRARY SLATEC (FNLIB)
C***CATEGORY L6A14
C***TYPE SINGLE PRECISION (RGAUSS-S)
C***KEYWORDS FNLIB, GAUSSIAN, NORMAL, RANDOM NUMBER, SPECIAL FUNCTIONS
C***AUTHOR Fullerton, W., (LANL)
C***DESCRIPTION
C
C Generate a normally distributed random number, i.e., generate random
C numbers with a Gaussian distribution. These random numbers are not
C exceptionally good -- especially in the tails of the distribution,
C but this implementation is simple and suitable for most applications.
C See R. W. Hamming, Numerical Methods for Scientists and Engineers,
C McGraw-Hill, 1962, pages 34 and 389.
C
C Input Arguments --
C XMEAN the mean of the Guassian distribution.
C SD the standard deviation of the Guassian function
C EXP (-1/2 * (X-XMEAN)**2 / SD**2)
C
C***REFERENCES (NONE)
C***ROUTINES CALLED RAND
C***REVISION HISTORY (YYMMDD)
C 770401 DATE WRITTEN
C 861211 REVISION DATE from Version 3.2
C 891214 Prologue converted to Version 4.0 format. (BAB)
C 910819 Added EXTERNAL statement for RAND due to problem on IBM
C RS 6000. (WRB)
C***END PROLOGUE RGAUSS
EXTERNAL RAND
C***FIRST EXECUTABLE STATEMENT RGAUSS
RGAUSS = -6.0
DO 10 I=1,12
RGAUSS = RGAUSS + RAND(0.0)
10 CONTINUE
C
RGAUSS = XMEAN + SD*RGAUSS
C
RETURN
END