pm_ziggurat Module Reference

This module contains procedures and generic interfaces for computing the Ziggurat set for for pseudo-random number sampling. More...

Data Types
interface	getZig
	Generate and return a Ziggurat set for the specified distribution that can be subsequently used for random number generation from the distribution. More...

Variables
character(*, SK), parameter	MODULE_NAME = "@pm_ziggurat"

Detailed Description

This module contains procedures and generic interfaces for computing the Ziggurat set for for pseudo-random number sampling.

The ziggurat algorithm is an algorithm for pseudo-random number sampling.
Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformly-distributed random numbers, typically from a pseudo-random number generator, as well as precomputed tables.
The algorithm is used to generate values from a monotonically decreasing probability distribution.
It can also be applied to symmetric unimodal distributions, such as the normal distribution, by choosing a value from one half of the distribution and then randomly choosing which half the value is considered to have been drawn from.
It was developed by George Marsaglia and others in the 1960s.

See also

getZigNorm

Test:

test_pm_ziggurat

Final Remarks ⛓

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Copyright

Computational Data Science Lab

Author:

Amir Shahmoradi, April 25, 2015, 2:21 PM, National Institute for Fusion Studies, The University of Texas Austin

Variable Documentation

MODULE_NAME

character(*, SK), parameter pm_ziggurat::MODULE_NAME = "@pm_ziggurat"

Definition at line 49 of file pm_ziggurat.F90.