submodule(forlab_stats) forlab_stats_randn
implicit none
contains
module function randn_0_sp(mean, std) result(random)
real(sp), intent(in) :: mean, std
real(sp) :: random
real(sp) :: u, v, s
do
call random_number(u)
call random_number(v)
u = 2._sp*u - 1._sp
v = 2._sp*v - 1._sp
s = u*u + v*v
if ((s > 0._sp) .and. (s < 1._sp)) exit
end do
random = mean + u*sqrt(-2.0_sp*log(s)/s)*std
end function randn_0_sp
module function randn_1_sp(mean, std, ndim) result(random)
real(sp), intent(in) :: mean, std
integer, intent(in) :: ndim
real(sp) :: random(ndim)
integer :: i
do i = 1, ndim
random(i) = randn_0_sp(mean, std)
end do
end function randn_1_sp
module function randn_0_dp(mean, std) result(random)
real(dp), intent(in) :: mean, std
real(dp) :: random
real(dp) :: u, v, s
do
call random_number(u)
call random_number(v)
u = 2._dp*u - 1._dp
v = 2._dp*v - 1._dp
s = u*u + v*v
if ((s > 0._dp) .and. (s < 1._dp)) exit
end do
random = mean + u*sqrt(-2.0_dp*log(s)/s)*std
end function randn_0_dp
module function randn_1_dp(mean, std, ndim) result(random)
real(dp), intent(in) :: mean, std
integer, intent(in) :: ndim
real(dp) :: random(ndim)
integer :: i
do i = 1, ndim
random(i) = randn_0_dp(mean, std)
end do
end function randn_1_dp
end submodule forlab_stats_randn
