random_Cauchy Function

public function random_Cauchy() result(fn_val)

Arguments

None

Return Value real

Contents

Source Code

random_Cauchy

Source Code

FUNCTION random_Cauchy() RESULT(fn_val)

!     Generate a random deviate from the standard Cauchy distribution

REAL     :: fn_val

!     Local variables
REAL     :: v(2)

DO
  CALL RANDOM_NUMBER(v)
  v = two*(v - half)
  IF (ABS(v(2)) < vsmall) CYCLE               ! Test for zero
  IF (v(1)**2 + v(2)**2 < one) EXIT
END DO
fn_val = v(1) / v(2)

RETURN
END FUNCTION random_Cauchy