expran(3f) - [M_datapac:RANDOM] generate exponential random numbers
SUBROUTINE EXPRAN(N,Iseed,X)
INTEGER,intent(in) :: N
INTEGER,intent(inout) :: Iseed
REAL(kind=wp),intent(out) :: X(:)
EXPRAN(3f) generates a random sample of size N from the exponential
distribution with mean = 1 and standard deviation = 1.
This distribution is defined for all non-negative X, and has the
probability density function
f(X) = exp(-X)
N The desired integer number of random numbers to be generated.
ISEED An integer seed value. Should be set to a non-negative value
to start a new sequence of values. Will be set to -1 on return
to indicate the next call should continue the current random
sequence walk.
X A vector (of dimension at least N) into which the generated
random sample of size N from the exponential distribution will
be placed.
Sample program:
program demo_expran
use m_datapac, only : expran, plott, label, plotxt, sort
implicit none
integer,parameter :: n=300
real :: x(n)
integer :: iseed
call label('expran')
iseed=12345
call expran(n,iseed,x)
call plotxt(x,n)
call sort(x,n,x) ! sort to show distribution
call plotxt(x,n)
end program demo_expran
Results:
THE FOLLOWING IS A PLOT OF X(I) (VERTICALLY) VERSUS I (HORIZONTALLY
I-----------I-----------I-----------I-----------I
0.4256731E+01 - X X X
0.4079369E+01 I X
0.3902006E+01 I
0.3724644E+01 I X
0.3547282E+01 I X
0.3369920E+01 I X X
0.3192558E+01 -
0.3015196E+01 I
0.2837834E+01 I X
0.2660472E+01 I X X
0.2483110E+01 I X X X X X
0.2305748E+01 I X X X XX XX X X
0.2128386E+01 - X X XX X X X X X
0.1951024E+01 I X X X XX X X X
0.1773661E+01 I X X X X X
0.1596299E+01 I X X X X X XX X
0.1418937E+01 I X X X X X X X
0.1241575E+01 I X X XX X X X X XX X X
0.1064213E+01 - X X X X X XXXX XX XX X
0.8868508E+00 I XXX X X X X XX XX XX X XX XX
0.7094889E+00 I XXXXX XXX X X XX XX XXX X XX XXX X
0.5321269E+00 I X XXX XX X X X XXX XXX X XXX XXXX XX
0.3547647E+00 I XXXX XXX XX X XX XXX X X XXX X XXXXX XXXX XX
0.1774025E+00 I X XXX XXX XXX X XXXXX XX X X XX X X XXXX X
0.4065119E-04 - X XX X X XX XX XX XX X X X X XXX
I-----------I-----------I-----------I-----------I
0.1000E+01 0.7575E+02 0.1505E+03 0.2252E+03 0.3000E+03
THE FOLLOWING IS A PLOT OF X(I) (VERTICALLY) VERSUS I (HORIZONTALLY
I-----------I-----------I-----------I-----------I
0.4256731E+01 - X
0.4079369E+01 I X
0.3902006E+01 I
0.3724644E+01 I X
0.3547282E+01 I X
0.3369920E+01 I X
0.3192558E+01 -
0.3015196E+01 I
0.2837834E+01 I X
0.2660472E+01 I XX
0.2483110E+01 I XX
0.2305748E+01 I XX
0.2128386E+01 - XXX
0.1951024E+01 I XX
0.1773661E+01 I XX
0.1596299E+01 I XX
0.1418937E+01 I XXX
0.1241575E+01 I XXX
0.1064213E+01 - XXXX
0.8868508E+00 I XXXX
0.7094889E+00 I XXXXX
0.5321269E+00 I XXXXXXX
0.3547647E+00 I XXXXXXX
0.1774025E+00 I XXXXXXXX
0.4065119E-04 - XXXXX
I-----------I-----------I-----------I-----------I
0.1000E+01 0.7575E+02 0.1505E+03 0.2252E+03 0.3000E+03
The original DATAPAC library was written by James Filliben of the
Statistical Engineering Division, National Institute of Standards
and Technology.
John Urban, 2022.05.31
CC0-1.0
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| integer, | intent(in) | :: | N | |||
| integer, | intent(inout) | :: | Iseed | |||
| real(kind=wp), | intent(out) | :: | X(:) |
SUBROUTINE EXPRAN(N,Iseed,X) INTEGER,intent(in) :: N INTEGER,intent(inout) :: Iseed REAL(kind=wp),intent(out) :: X(:) INTEGER :: i !--------------------------------------------------------------------- ! ! CHECK THE INPUT ARGUMENTS FOR ERRORS ! IF ( N<1 ) THEN WRITE (G_IO,99001) 99001 FORMAT (' ***** FATAL ERROR--The first input argument to EXPRAN(3f) is non-positive *****') WRITE (G_IO,99002) N 99002 FORMAT (' ***** The value of the argument is ',I0,' *****') RETURN ELSE ! ! GENERATE N UNIFORM (0,1) RANDOM NUMBERS; ! CALL UNIRAN(N,Iseed,X) ! ! GENERATE N EXPONENTIAL RANDOM NUMBERS ! USING THE PERCENT POINT FUNCTION TRANSFORMATION METHOD. ! DO i = 1 , N X(i) = -LOG(X(i)) ENDDO ENDIF END SUBROUTINE EXPRAN