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slalib/gresid.F

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+#include <sla_config.h>
+      REAL FUNCTION sla_GRESID (S)
+*+
+*     - - - - - - -
+*      G R E S I D
+*     - - - - - - -
+*
+*  Generate pseudo-random normal deviate ( = 'Gaussian residual')
+*  (single precision)
+*
+*  Given:
+*     S      real     standard deviation
+*
+*  The results of many calls to this routine will be
+*  normally distributed with mean zero and standard deviation S.
+*
+*  The Box-Muller algorithm is used.  This is described in
+*  Numerical Recipes, section 7.2.
+*
+*  Called:  RAN or RAND (a REAL function returning a random variate --
+*           the precise function which is called depends on which functions
+*           are available when the library is built).  If neither of these
+*           is available, we use the local substitute RANDOM defined
+*           in rtl_random.c
+*
+*  P.T.Wallace   Starlink   14 October 1991
+*
+*  Copyright (C) 1995 Rutherford Appleton Laboratory
+*
+*  License:
+*    This program is free software; you can redistribute it and/or modify
+*    it under the terms of the GNU General Public License as published by
+*    the Free Software Foundation; either version 2 of the License, or
+*    (at your option) any later version.
+*
+*    This program is distributed in the hope that it will be useful,
+*    but WITHOUT ANY WARRANTY; without even the implied warranty of
+*    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+*    GNU General Public License for more details.
+*
+*    You should have received a copy of the GNU General Public License
+*    along with this program (see SLA_CONDITIONS); if not, write to the 
+*    Free Software Foundation, Inc., 59 Temple Place, Suite 330, 
+*    Boston, MA  02111-1307  USA
+*-
+
+      IMPLICIT NONE
+
+      REAL S
+
+      REAL X,Y,R,W,GNEXT,G
+      LOGICAL FTF,FIRST
+
+#if HAVE_RAND
+      REAL RAND
+#elif HAVE_RANDOM
+      REAL RANDOM
+#else
+ error "Can't find random-number function"
+#endif
+
+      SAVE GNEXT,FTF,FIRST
+      DATA FTF,FIRST / .TRUE.,.TRUE. /
+
+      X = 0.0
+      Y = 0.0
+
+*  First time through, initialise the random-number generator
+#if HAVE_RAND
+      IF (FTF) THEN
+         X = RAND(123456789)
+         FTF = .FALSE.
+      END IF
+#endif
+
+*  Second normal deviate of the pair available?
+      IF (FIRST) THEN
+
+*     No - generate two random numbers inside unit circle
+         R = 2.0
+         DO WHILE (R.GE.1.0)
+
+*        Generate two random numbers in range +/- 1
+#if HAVE_RAND
+            X = 2.0*RAND(0)-1.0
+            Y = 2.0*RAND(0)-1.0
+#elif HAVE_RANDOM
+            X = 2.0*RAN(ISEED)-1.0
+            Y = 2.0*RAN(ISEED)-1.0
+#endif
+
+*        Try again if not in unit circle
+            R = X*X+Y*Y
+         END DO
+
+*     Box-Muller transformation, generating two deviates
+         W = SQRT(-2.0*LOG(R)/MAX(R,1E-20))
+         GNEXT = X*W
+         G = Y*W
+
+*     Set flag to indicate availability of next deviate
+         FIRST = .FALSE.
+      ELSE
+
+*     Return second deviate of the pair & reset flag
+         G = GNEXT
+         FIRST = .TRUE.
+      END IF
+
+*  Scale the deviate by the required standard deviation
+      sla_GRESID = G*S
+
+      END