sexpo.f

Go to the documentation of this file.

      REAL FUNCTION sexpo()
C**********************************************************************C
C                                                                      C
C                                                                      C
C     (STANDARD-)  E X P O N E N T I A L   DISTRIBUTION                C
C                                                                      C
C                                                                      C
C**********************************************************************C
C**********************************************************************C
C                                                                      C
C     FOR DETAILS SEE:                                                 C
C                                                                      C
C               AHRENS, J.H. AND DIETER, U.                            C
C               COMPUTER METHODS FOR SAMPLING FROM THE                 C
C               EXPONENTIAL AND NORMAL DISTRIBUTIONS.                  C
C               COMM. ACM, 15,10 (OCT. 1972), 873 - 882.               C
C                                                                      C
C     ALL STATEMENT NUMBERS CORRESPOND TO THE STEPS OF ALGORITHM       C
C     'SA' IN THE ABOVE PAPER (SLIGHTLY MODIFIED IMPLEMENTATION)       C
C                                                                      C
C     Modified by Barry W. Brown, Feb 3, 1988 to use RANF instead of   C
C     SUNIF.  The argument IR thus goes away.                          C
C                                                                      C
C**********************************************************************C
C
C
C     Q(N) = SUM(ALOG(2.0)**K/K!)    K=1,..,N ,      THE HIGHEST N
C     (HERE 8) IS DETERMINED BY Q(N)=1.0 WITHIN STANDARD PRECISION
C
C     JJV added a Save statement for q (in Data statement)
C     .. Local Scalars ..
      REAL a,q1,u,umin,ustar
      INTEGER*4 i
C     ..
C     .. Local Arrays ..
      REAL q(8)
C     ..
C     .. External Functions ..
      REAL ranf
      EXTERNAL ranf
C     ..
C     .. Equivalences ..
      equivalence(q(1),q1)
C     ..
C     .. Save statement ..
      SAVE q
C     ..
C     .. Data statements ..
      DATA q/.6931472,.9333737,.9888778,.9984959,.9998293,.9999833,
     +     .9999986,.9999999/
C     ..
C
   10 a = 0.0
      u = ranf()
      GO TO 30

   20 a = a + q1
   30 u = u + u
C     JJV changed the following to reflect the true algorithm and
C     JJV prevent unpredictable behavior if U is initially 0.5.
C      IF (u.LE.1.0) GO TO 20
      IF (u.LT.1.0) GO TO 20
   40 u = u - 1.0
      IF (u.GT.q1) GO TO 60
   50 sexpo = a + u
      RETURN

   60 i = 1
      ustar = ranf()
      umin = ustar
   70 ustar = ranf()
      IF (ustar.LT.umin) umin = ustar
   80 i = i + 1
      IF (u.GT.q(i)) GO TO 70
   90 sexpo = a + umin*q1
      RETURN

      END