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piscal/dataassim/math/othersupmath/gasdev.f
T
2016-02-03 18:52:05 +00:00

109 lines
2.9 KiB
FortranFixed

! program main
! implicit none
! double precision gasdev2,x(2000),std1,fmean1,
! & std2,fmean2,gasdev
! integer idum,i,n
! idum=-1
! do i=5,2000
! do n=1,i
! x(n)=gasdev2()
! enddo
! call stdmean(i,x,std1,fmean1)
! do n=1,i
! x(n)=gasdev(idum)
! enddo
! call stdmean(i,x,std2,fmean2)
! write(2,310)i,std1,fmean1,std2,fmean2
! enddo
!310 format(1x,i8,4f15.10)
! end
!
double precision function gasdev2()
implicit none
!
! Return a normally distributed deviate with zero mean and unit variance,
!
integer iset
double precision fac,gset,rsq,v1,v2,ran2
save iset,gset
data iset/0/
if(iset.eq.0)then
1 v1=2.0d0*ran2()-1.0d0
v2=2.0d0*ran2()-1.0d0
rsq=v1*v1+v2*v2
if(rsq.ge.1.0d0.or.rsq.eq.0.0d0)goto 1
fac=dsqrt(-2.0d0*dlog(rsq)/rsq)
gset=v1*fac
gasdev2=v2*fac
iset=1
else
gasdev2=gset
iset=0
endif
return
end
double precision function gasdev(idum)
implicit none
integer idum
!
! Return a normally distributed deviate with zero mean and unit variance,
! using ran1(idum) as the source of uniform deviates
integer iset
double precision fac,gset,rsq,v1,v2,ran1
save iset,gset
data iset/0/
if(idum.lt.0)iset=0
if(iset.eq.0)then
1 v1=2.0d0*ran1(idum)-1.0d0
v2=2.0d0*ran1(idum)-1.0d0
rsq=v1*v1+v2*v2
if(rsq.ge.1.0d0.or.rsq.eq.0.0d0)goto 1
fac=dsqrt(-2.0d0*dlog(rsq)/rsq)
gset=v1*fac
gasdev=v2*fac
iset=1
else
gasdev=gset
iset=0
endif
return
end
double precision function ran1(idum)
implicit none
integer idum,IA,IM,IQ,IR,NTAB,NDIV
double precision AM,EPS,RNMX
PARAMETER(IA=16807,IM=2147483647,AM=1.0d0/IM,IQ=127773,
& IR=2836,NTAB=32,NDIV=1+(IM-1)/NTAB,EPS=1.2d-15,
& RNMX=1.0d0-EPS)
!
! Minimal random number generator of Park and Miller with Bays-Durham shuffle and
! added safegaurds. Return a uniform random deviate between 0.0 and 1.0, exclusive
! of the endpoint values. Call with idum a negative integer to initilize;
! thereafter, do not alter idum between successive deviates in a sequence. RNMX
! should approximate the largest floating value that is less than 1.
!
integer j,k,iv(NTAB),iy
save iv,iy
data iv /NTAB*0/,iy /0/
if(idum.le.0.or.iy.eq.0)then
idum=max(-idum,1)
do j=NTAB+8,1,-1
k=idum/IQ
idum=IA*(idum-k*IQ)-IR*k
if(idum.lt.0)idum=idum+IM
if(j.le.NTAB)iv(j)=idum
enddo
iy=iv(1)
endif
k=idum/IQ
idum=IA*(idum-k*IQ)-IR*k
if(idum.lt.0)idum=idum+IM
j=1+iy/NDIV
iy=iv(j)
iv(j)=idum
ran1=dmin1(AM*iy,RNMX)
return
end