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

Return a scalar (or array of arbitrary rank) of the natural logarithm(s) of random value(s) from the LogUniform distribution with parameters \((x_\mathrm{min}, x_\mathrm{max})\). More...

Detailed Description

Return a scalar (or array of arbitrary rank) of the natural logarithm(s) of random value(s) from the LogUniform distribution with parameters \((x_\mathrm{min}, x_\mathrm{max})\).

See the documentation of pm_distLogUnif for more information on the LogUniform distribution.

Parameters
[out]logRand: The output scalar (or array of the same rank, shape, and size as other array like arguments), of the same type and kind as urand, containing the natural logarithm of the randomly-generated value(s) from the specified distribution.
By definition, the condition logMinX <= logRand < logMaxX holds.
[in]urand: The input scalar (or array of the same rank, shape, and size as other array like arguments), of
  • type real of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128),
containing a random value from the standard Uniform distribution with support [0, 1).
This argument can be readily obtained by calling getUnifRand(0., 1.) for the desired real kind.
[in]logMinX: The input scalar (or array of the same rank, shape, and size as other array like arguments), of the same type and kind as urand, containing the natural logarithm of the first scale parameter of the distribution, representing the minimum of the support of the distribution.
[in]pdfnf: The input scalar (or array of the same rank, shape, and size as other array like arguments), of the same type and kind as urand, containing the natural logarithm of the normalization factor of the PDF of the LogUniform distribution.
Specifying this argument when calling this procedure repeatedly with fixed \((x_\mathrm{min}, x_\mathrm{max})\) parameters will significantly improve the runtime performance.
This argument can be readily obtained by calling getLogUnifPDFNF(logMinX, logMaxX).


Possible calling interfaces

call setLogUnifLogRand(logRand, urand, logMinX, pdfnf)
Return a scalar (or array of arbitrary rank) of the natural logarithm(s) of random value(s) from the ...
This module contains classes and procedures for computing various statistical quantities related to t...
Warning
The condition 0 <= urand <= 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
getLogUnifRand


Example usage

1program example
2
3 use pm_kind, only: SK, IK, LK
4 use pm_io, only: display_type
5 use pm_distUnif, only: getUnifRand
6 use pm_distUnif, only: setUnifRand
9
10 implicit none
11
12 real :: logx(3)
13
14 type(display_type) :: disp
15 disp = display_type(file = "main.out.F90")
16
17 call disp%skip()
18 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
19 call disp%show("! Generate random value(s) from the LogUniform distribution.")
20 call disp%show("!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
21 call disp%skip()
22
23 call disp%skip()
24 call disp%show("call setLogUnifLogRand(logx(1), urand = getUnifRand(0., 1.), logMinX = log(2.), pdfnf = getLogUnifPDFNF(logMinX = log(2.), logMaxX = log(5.)))")
25 call setLogUnifLogRand(logx(1), urand = getUnifRand(0., 1.), logMinX = log(2.), pdfnf = getLogUnifPDFNF(logMinX = log(2.), logMaxX = log(5.)))
26 call disp%show("logx(1)")
27 call disp%show( logx(1) )
28 call disp%skip()
29
30 call disp%skip()
31 call disp%show("call setLogUnifLogRand(logx(1:3), urand = getUnifRand(0., 1.), logMinX = log(2.), pdfnf = getLogUnifPDFNF(logMinX = log(2.), logMaxX = log(5.)))")
32 call setLogUnifLogRand(logx(1:3), urand = getUnifRand(0., 1.), logMinX = log(2.), pdfnf = getLogUnifPDFNF(logMinX = log(2.), logMaxX = log(5.)))
33 call disp%show("logx(1:3)")
34 call disp%show( logx(1:3) )
35 call disp%skip()
36
37 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
38 ! Output an example array for visualization.
39 !%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
40
41 block
42 use pm_arraySpace, only: setLinSpace
43 real :: logMinX(2), logMaxX(2), LogRand(2), UnifRand(2000)
44 integer(IK) :: fileUnit, i
45 call setUnifRand(UnifRand)
46 logMinX = log([3., 2.0])
47 logMaxX = log([7., 10.])
48 open(newunit = fileUnit, file = "setLogUnifLogRand.RK.txt")
49 do i = 1, size(UnifRand)
50 call setLogUnifLogRand(LogRand, UnifRand(i), logMinX, getLogUnifPDFNF(logMinX, logMaxX))
51 write(fileUnit, "(*(g0,:,', '))") exp(LogRand)
52 end do
53 close(fileUnit)
54 end block
55
56end program example
Return the linSpace output argument with size(linSpace) elements of evenly-spaced values over the int...
Generate and return the normalization factor of the PDF of the LogUniform distribution for an input p...
Generate and return a scalar or a contiguous array of rank 1 of length s1 of randomly uniformly distr...
Return a uniform random scalar or contiguous array of arbitrary rank of randomly uniformly distribute...
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 generating arrays with linear or logarithm...
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
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
2!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
3! Generate random value(s) from the LogUniform distribution.
4!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
5
6
7call setLogUnifLogRand(logx(1), urand = getUnifRand(0., 1.), logMinX = log(2.), pdfnf = getLogUnifPDFNF(logMinX = log(2.), logMaxX = log(5.)))
8logx(1)
9+1.50923300
10
11
12call setLogUnifLogRand(logx(1:3), urand = getUnifRand(0., 1.), logMinX = log(2.), pdfnf = getLogUnifPDFNF(logMinX = log(2.), logMaxX = log(5.)))
13logx(1:3)
14+0.862717390, +0.862717390, +0.862717390
15
16

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"$x_{min} = +3., x_{max} = +7.$"
21 , r"$x_{min} = +2., x_{max} = +10.$"
22 ]
23
24for kind in ["IK", "CK", "RK"]:
25
26 pattern = "*." + kind + ".txt"
27 fileList = glob.glob(pattern)
28 if len(fileList) == 1:
29
30 df = pd.read_csv(fileList[0], delimiter = ", ")
31
32 fig = plt.figure(figsize = 1.25 * np.array([6.4, 4.8]), dpi = 200)
33 ax = plt.subplot()
34
35 if kind == "CK":
36 ax.hist ( df.values[:, 0]
37 , bins = 30
38 , histtype = "stepfilled"
39 , density = True
40 , alpha = 0.7
41 )
42 ax.hist ( df.values[:,1]
43 , bins = 30
44 , histtype = "stepfilled"
45 , density = True
46 , alpha = 0.7
47 )
48 else:
49 ax.hist ( df.values[:,:]
50 , bins = 50
51 , histtype = "stepfilled"
52 , density = True
53 , alpha = 0.7
54 )
55 ax.legend ( legends[::-1]
56 , fontsize = fontsize
57 )
58
59 plt.xticks(fontsize = fontsize - 2)
60 plt.yticks(fontsize = fontsize - 2)
61 ax.set_xlabel(xlab[kind], fontsize = 17)
62 ax.set_ylabel("Density", fontsize = 17)
63 ax.set_title("Histogram of {} randomly generated values".format(len(df.values)), fontsize = fontsize)
64 #ax.set_yscale("log")
65 #ax.set_xscale("log")
66
67 plt.grid(visible = True, which = "both", axis = "both", color = "0.85", linestyle = "-")
68 ax.tick_params(axis = "y", which = "minor")
69 ax.tick_params(axis = "x", which = "minor")
70 ax.set_axisbelow(True)
71
72 plt.tight_layout()
73 plt.savefig(fileList[0].replace(".txt",".png"))
74
75 elif len(fileList) > 1:
76
77 sys.exit("Ambiguous file list exists.")

Visualization of the example output
Test:
test_pm_distLogUnif


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 1291 of file pm_distLogUnif.F90.


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