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REAL FUNCTION sla_GRESID (S)
*+
* - - - - - - -
* G R E S I D
* - - - - - - -
*
* Generate pseudo-random normal deviate ( = 'Gaussian residual')
* (single precision)
*
* !!! Version for VAX/VMS and DECstation !!!
*
* 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.
*
* P.T.Wallace Starlink 14 October 1991
*
* 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., 51 Franklin Street, Fifth Floor,
* Boston, MA 02110-1301 USA
*
*-
IMPLICIT NONE
REAL S
REAL X,Y,R,W,GNEXT,G
INTEGER ISEED
LOGICAL FIRST
REAL RAN
SAVE GNEXT,ISEED,FIRST
DATA ISEED / 123456789 /
DATA FIRST / .TRUE. /
* 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
X = 2.0*RAN(ISEED)-1.0
Y = 2.0*RAN(ISEED)-1.0
* 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
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