function x = dipole_cdf_inv ( cdf, a, b ) %*****************************************************************************80 % %% DIPOLE_CDF_INV inverts the Dipole CDF. % % Discussion: % % A simple bisection method is used. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 07 September 2004 % % Author: % % John Burkardt % % Parameters: % % Input, real CDF, the value of the CDF. % % Input, real A, B, the parameters of the PDF. % -1.0 <= B <= 1.0. % % Output, real X, the corresponding argument of the CDF. % it_max = 100; tol = 0.0001; % % Take care of horrible input. % if ( cdf <= 0.0 ) x = -r8_huge ( ) return elseif ( 1.0 <= cdf ) x = r8_huge ( ) return end % % Seek X1 < X < X2. % x1 = -1.0; while ( 1 ) cdf1 = dipole_cdf ( x1, a, b ); if ( cdf1 <= cdf ) break end x1 = 2.0 * x1; end x2 = 1.0; while ( 1 ) cdf2 = dipole_cdf ( x2, a, b ); if ( cdf <= cdf2 ) break end x2 = 2.0 * x2; end % % Now use bisection. % it = 0; while ( 1 ) it = it + 1; x3 = 0.5 * ( x1 + x2 ); cdf3 = dipole_cdf ( x3, a, b ); if ( abs ( cdf3 - cdf ) < tol ) x = x3; break end if ( it_max < it ) fprintf ( 1, '\n' ); fprintf ( 1, 'DIPOLE_CDF_INV - Fatal error!\n' ); fprintf ( 1, ' Iteration limit exceeded.\n' ); error ( 'DIPOLE_CDF_INV - Fatal error!' ); end if ( ( cdf3 <= cdf && cdf1 <= cdf ) || ( cdf <= cdf3 && cdf <= cdf1 ) ) x1 = x3; cdf1 = cdf3; else x2 = x3; cdf2 = cdf3; end end return end