random_exponential Function

public function random_exponential() result(fn_val)

Arguments

None

Return Value real


Contents

Source Code

random_exponential

Source Code

FUNCTION random_exponential() RESULT(fn_val)

! Adapted from Fortran 77 code from the book:
!     Dagpunar, J. 'Principles of random variate generation'
!     Clarendon Press, Oxford, 1988.   ISBN 0-19-852202-9

! FUNCTION GENERATES A RANDOM VARIATE IN [0,INFINITY) FROM
! A NEGATIVE EXPONENTIAL DlSTRIBUTION WlTH DENSITY PROPORTIONAL
! TO EXP(-random_exponential), USING INVERSION.

REAL  :: fn_val

!     Local variable
REAL  :: r

DO
  CALL RANDOM_NUMBER(r)
  IF (r > zero) EXIT
END DO

fn_val = -LOG(r)
RETURN

END FUNCTION random_exponential