ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
See the latest version documentation.
pm_distKolm::setKolmRand Interface Reference

Return a scalar (or array of arbitrary rank) of the random value(s) from the Kolmogorov distribution. More...

Detailed Description

Return a scalar (or array of arbitrary rank) of the random value(s) from the Kolmogorov distribution.

See the documentation of pm_distKolm for more information on generating random numbers from the Kolmogorov distribution.

Parameters
[out]rand: The input/output scalar (or array of the same rank, shape, and size as other array like arguments), of
  1. type real of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128).
containing the Kolmogorov-distributed random value(s) in the range \([0, +\infty)\).
[in]unif: The input scalar (or array of the same rank, shape, and size as other array like arguments), of the same type and kind as the output rand, containing uniformly-distributed random value(s) in the range \([0, 1)\).


Possible calling interfaces

call setKolmRand(rand, unif)
Return a scalar (or array of arbitrary rank) of the random value(s) from the Kolmogorov distribution.
This module contains classes and procedures for computing various statistical quantities related to t...
Definition: pm_distKolm.F90:84
Warning
The condition 0 <= unif < 1 must hold for the corresponding input arguments.
This condition is verified only if the library is built with the preprocessor macro CHECK_ENABLED=1.
The pure procedure(s) documented herein become impure when the ParaMonte library is compiled with preprocessor macro CHECK_ENABLED=1.
By default, these procedures are pure in release build and impure in debug and testing builds.
Remarks
The procedures under discussion are elemental.
See also
getKolmRand


Example usage

1program example
2
3 use pm_kind, only: SK, IK, LK
4 use pm_io, only: display_type
5 use pm_distKolm, only: setKolmRand
6 use pm_distUnif, only: getUnifRand
8
9 implicit none
10
11 type(display_type) :: disp
12 disp = display_type(file = "main.out.F90")
13
14 block
15 use pm_kind, only: TKG => RKS
16 real(TKG), allocatable :: rand(:)
17 call disp%skip()
18 call disp%show("call setResized(rand, 3_IK)")
19 call setResized(rand, 3_IK)
20 call disp%show("call setKolmRand(rand(1), getUnifRand(0._TKG, 1._TKG))")
21 call setKolmRand(rand(1), getUnifRand(0._TKG, 1._TKG))
22 call disp%show("rand(1)")
23 call disp%show( rand(1) )
24 call disp%show("call setKolmRand(rand, getUnifRand(0._TKG, 1._TKG, 3_IK))")
25 call setKolmRand(rand, getUnifRand(0._TKG, 1._TKG, 3_IK))
26 call disp%show("rand")
27 call disp%show( rand )
28 call disp%skip()
29 end block
30
31 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
32 ! Output an example for visualization.
33 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
34
35 block
36 use pm_io, only: getErrTableWrite
37 use pm_kind, only: TKG => RKH
38 real(TKG) :: rand(1500)
39 call setKolmRand(rand, getUnifRand(0._TKG, 1._TKG, size(rand, 1, IK)))
40 if (0 /= getErrTableWrite(SK_"setKolmRand.RK.txt", rand, header = SK_"rand")) error stop "table output failed."
41 end block
42
43end program example
Allocate or resize (shrink or expand) an input allocatable scalar string or array of rank 1....
Generate and return a scalar or a contiguous array of rank 1 of length s1 of randomly uniformly distr...
Generate and return the iostat code resulting from writing the input table of rank 1 or 2 to the spec...
Definition: pm_io.F90:5940
This is a generic method of the derived type display_type with pass attribute.
Definition: pm_io.F90:11726
This is a generic method of the derived type display_type with pass attribute.
Definition: pm_io.F90:11508
This module contains procedures and generic interfaces for resizing allocatable arrays of various typ...
This module contains classes and procedures for computing various statistical quantities related to t...
This module contains classes and procedures for input/output (IO) or generic display operations on st...
Definition: pm_io.F90:252
type(display_type) disp
This is a scalar module variable an object of type display_type for general display.
Definition: pm_io.F90:11393
This module defines the relevant Fortran kind type-parameters frequently used in the ParaMonte librar...
Definition: pm_kind.F90:268
integer, parameter LK
The default logical kind in the ParaMonte library: kind(.true.) in Fortran, kind(....
Definition: pm_kind.F90:541
integer, parameter IK
The default integer kind in the ParaMonte library: int32 in Fortran, c_int32_t in C-Fortran Interoper...
Definition: pm_kind.F90:540
integer, parameter SK
The default character kind in the ParaMonte library: kind("a") in Fortran, c_char in C-Fortran Intero...
Definition: pm_kind.F90:539
integer, parameter RKH
The scalar integer constant of intrinsic default kind, representing the highest-precision real kind t...
Definition: pm_kind.F90:858
integer, parameter RKS
The single-precision real kind in Fortran mode. On most platforms, this is an 32-bit real kind.
Definition: pm_kind.F90:567
Generate and return an object of type display_type.
Definition: pm_io.F90:10282

Example Unix compile command via Intel ifort compiler
1#!/usr/bin/env sh
2rm main.exe
3ifort -fpp -standard-semantics -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe
4./main.exe

Example Windows Batch compile command via Intel ifort compiler
1del main.exe
2set PATH=..\..\..\lib;%PATH%
3ifort /fpp /standard-semantics /O3 /I:..\..\..\include main.F90 ..\..\..\lib\libparamonte*.lib /exe:main.exe
4main.exe

Example Unix / MinGW compile command via GNU gfortran compiler
1#!/usr/bin/env sh
2rm main.exe
3gfortran -cpp -ffree-line-length-none -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe
4./main.exe

Example output
1
2call setResized(rand, 3_IK)
3call setKolmRand(rand(1), getUnifRand(0._TKG, 1._TKG))
4rand(1)
5+0.768051147
6call setKolmRand(rand, getUnifRand(0._TKG, 1._TKG, 3_IK))
7rand
8+1.00601602, +0.880411625, +0.626510322
9
10

Postprocessing of the example output
1#!/usr/bin/env python
2
3import matplotlib.pyplot as plt
4import pandas as pd
5import numpy as np
6import glob
7import sys
8
9linewidth = 2
10fontsize = 17
11
12marker ={ "CK" : "-"
13 , "IK" : "."
14 , "RK" : "-"
15 }
16xlab = { "CK" : "Random Value ( Real / Imaginary ))"
17 , "IK" : "Random Value ( Integer )"
18 , "RK" : "Random Value ( Real )"
19 }
20legends = [ r"Kolmogorov Distribution"
21 ]
22
23for kind in ["IK", "CK", "RK"]:
24
25 pattern = "*." + kind + ".txt"
26 fileList = glob.glob(pattern)
27 if len(fileList) == 1:
28
29 df = pd.read_csv(fileList[0], delimiter = ",")
30
31 fig = plt.figure(figsize = 1.25 * np.array([6.4, 4.8]), dpi = 200)
32 ax = plt.subplot()
33
34 if kind == "CK":
35 ax.hist ( df.values[:, 0]
36 , bins = 30
37 , histtype = "stepfilled"
38 , density = True
39 , alpha = 0.7
40 )
41 ax.hist ( df.values[:, 1]
42 , bins = 30
43 , histtype = "stepfilled"
44 , density = True
45 , alpha = 0.7
46 )
47 else:
48 ax.hist ( df.values[:,:]
49 , bins = 50
50 , histtype = "stepfilled"
51 , density = True
52 , alpha = 0.7
53 )
54 ax.legend ( legends
55 , fontsize = fontsize
56 )
57
58 plt.xticks(fontsize = fontsize - 2)
59 plt.yticks(fontsize = fontsize - 2)
60 ax.set_xlabel(xlab[kind], fontsize = 17)
61 ax.set_ylabel("Density", fontsize = 17)
62 ax.set_title("Histogram of {} randomly generated values".format(len(df.values)), fontsize = fontsize)
63 #ax.set_yscale("log")
64 #ax.set_xscale("log")
65
66 plt.grid(visible = True, which = "both", axis = "both", color = "0.85", linestyle = "-")
67 ax.tick_params(axis = "y", which = "minor")
68 ax.tick_params(axis = "x", which = "minor")
69 ax.set_axisbelow(True)
70
71 plt.tight_layout()
72 plt.savefig(fileList[0].replace(".txt",".png"))
73
74 elif len(fileList) > 1:
75
76 sys.exit("Ambiguous file list exists.")

Visualization of the example output
Test:
test_pm_distKolm
Todo:
Critical Priority: This interface can be extended to support vector-like rand arguments other than the elemental approach.
Such an extension would be sensible only if the new interface improves the performance against the elemental approach.


Final Remarks


If you believe this algorithm or its documentation can be improved, we appreciate your contribution and help to edit this page's documentation and source file on GitHub.
For details on the naming abbreviations, see this page.
For details on the naming conventions, see this page.
This software is distributed under the MIT license with additional terms outlined below.

  1. If you use any parts or concepts from this library to any extent, please acknowledge the usage by citing the relevant publications of the ParaMonte library.
  2. If you regenerate any parts/ideas from this library in a programming environment other than those currently supported by this ParaMonte library (i.e., other than C, C++, Fortran, MATLAB, Python, R), please also ask the end users to cite this original ParaMonte library.

This software is available to the public under a highly permissive license.
Help us justify its continued development and maintenance by acknowledging its benefit to society, distributing it, and contributing to it.

Author:
Amir Shahmoradi, Oct 16, 2009, 11:14 AM, Michigan

Definition at line 1037 of file pm_distKolm.F90.


The documentation for this interface was generated from the following file: