toms425_test

toms425_test, a Fortran77 code which implements ACM toms algorithm 425, for generating random correlated normal variables.

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and codes:

toms425, a Fortran77 code which implements ACM toms algorithm 425, for generating random correlated normal variables.

Source Code:

• toms425_test.f, a sample calling program.
• toms425_test.sh, commands to compile and run the sample program.
• toms425_test.txt, the output file.