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GAUSS.FOR
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1985-11-29
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48 lines
C
C ..................................................................
C
C SUBROUTINE GAUSS
C
C PURPOSE
C COMPUTES A NORMALLY DISTRIBUTED RANDOM NUMBER WITH A GIVEN
C MEAN AND STANDARD DEVIATION
C
C USAGE
C CALL GAUSS(IX,S,AM,V)
C
C DESCRIPTION OF PARAMETERS
C IX -IX MUST CONTAIN AN ODD INTEGER NUMBER WITH NINE OR
C LESS DIGITS ON THE FIRST ENTRY TO GAUSS. THEREAFTER
C IT WILL CONTAIN A UNIFORMLY DISTRIBUTED INTEGER RANDOM
C NUMBER GENERATED BY THE SUBROUTINE FOR USE ON THE NEXT
C ENTRY TO THE SUBROUTINE.
C S -THE DESIRED STANDARD DEVIATION OF THE NORMAL
C DISTRIBUTION.
C AM -THE DESIRED MEAN OF THE NORMAL DISTRIBUTION
C V -THE VALUE OF THE COMPUTED NORMAL RANDOM VARIABLE
C
C REMARKS
C THIS SUBROUTINE USES RANDU WHICH IS MACHINE SPECIFIC
C
C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
C RANDU
C
C METHOD
C USES 12 UNIFORM RANDOM NUMBERS TO COMPUTE NORMAL RANDOM
C NUMBERS BY CENTRAL LIMIT THEOREM. THE RESULT IS THEN
C ADJUSTED TO MATCH THE GIVEN MEAN AND STANDARD DEVIATION.
C THE UNIFORM RANDOM NUMBERS COMPUTED WITHIN THE SUBROUTINE
C ARE FOUND BY THE POWER RESIDUE METHOD.
C
C ..................................................................
C
SUBROUTINE GAUSS(IX,S,AM,V)
A=0.0
DO 50 I=1,12
CALL RANDU(IX,IY,Y)
IX=IY
50 A=A+Y
V=(A-6.0)*S+AM
RETURN
END