Google
 

Trailing-Edge - PDP-10 Archives - decus_20tap2_198111 - decus/20-0026/gauss.doc
There are 2 other files named gauss.doc in the archive. Click here to see a list.
SUBROUTINE GAUSS

PURPOSE
   COMPUTES A NORMALLY DISTRIBUTED RANDOM NUMBER WITH A GIVEN
   MEAN AND STANDARD DEVIATION

USAGE
   CALL GAUSS(IX,S,AM,V)

DESCRIPTION OF PARAMETERS
   IX -IX MUST CONTAIN AN ODD INTEGER NUMBER WITH NINE OR
       LESS DIGITS ON THE FIRST ENTRY TO GAUSS. THEREAFTER
       IT WILL CONTAIN A UNIFORMLY DISTRIBUTED INTEGER RANDOM
       NUMBER GENERATED BY THE SUBROUTINE FOR USE ON THE NEXT
       ENTRY TO THE SUBROUTINE.
   S  -THE DESIRED STANDARD DEVIATION OF THE NORMAL
       DISTRIBUTION.
   AM -THE DESIRED MEAN OF THE NORMAL DISTRIBUTION
   V  -THE VALUE OF THE COMPUTED NORMAL RANDOM VARIABLE

REMARKS
   THIS SUBROUTINE USES RANDU WHICH IS MACHINE SPECIFIC

SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
   RANDU

METHOD
   USES 12 UNIFORM RANDOM NUMBERS TO COMPUTE NORMAL RANDOM
   NUMBERS BY CENTRAL LIMIT THEOREM. THE RESULT IS THEN
   ADJUSTED TO MATCH THE GIVEN MEAN AND STANDARD DEVIATION.
   THE UNIFORM RANDOM NUMBERS COMPUTED WITHIN THE SUBROUTINE
   ARE FOUND BY THE POWER RESIDUE METHOD.