RNRAL
Generates pseudorandom numbers from a Rayleigh distribution.
Required Arguments
ALPHA — Parameter of the Rayleigh distribution. (Input)
ALPHA must be greater than 0.
R — Vector of length NR containing the random Rayleigh deviates. (Output)
Optional Arguments
NR — Number of random numbers to generate. (Input)
Default: NR = size (R,1).
FORTRAN 90 Interface
Generic: CALL RNRAL (ALPHA, R [, …])
Specific: The specific interface names are S_RNRAL and D_RNRAL.
FORTRAN 77 Interface
Single: CALL RNRAL (NR, ALPHA, R)
Double: The double precision name is DRNRAL.
Description
Routine
RNRAL generates pseudorandom numbers from a Rayleigh distribution (see
Chapter 17, “Probability Distribution Function and Inverses”, routine
RALDF).
Comments
The routine
RNSET can be used to initialize the seed of the random number generator. The routine
RNOPT can be used to select the form of the generator.
Example
In this example, RNRAL is used to generate five pseudorandom deviates from a Rayleigh distribution with parameter ALPHA = 0.5.
USE UMACH_INT
USE RNRAL_INT
IMPLICIT NONE
INTEGER NR
PARAMETER (NR=5)
INTEGER NOUT
REAL ALPHA, R(NR)
CALL UMACH(2, NOUT)
CALL RNSET(123457)
ALPHA = 0.5
CALL RNRAL(ALPHA, R)
WRITE (NOUT, 99999) R
99999 FORMAT (' Rayleigh random deviates: ', 5F10.4)
END
Output
Rayleigh random deviates: 0.1311 0.8199 0.3648 0.5307 0.2904
