toms441

toms441, a Fortran77 code which implements ACM toms algorithm 441, for returning random deviates from the dipole distribution.

The text of many ACM TOMS algorithms is available online through ACM: https://www.acm.org/pubs/calgo or NETLIB: https://www.netlib.org/toms/index.html.

Usage:

x = dipole ( a, b, seed )

where A and B are parameters of the distribution, SEED is a seed value for the random number generator, and the value of the sample is returned in DIPOLE.

Licensing:

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

Languages:

toms441 is available in a Fortran77 version.

Related Data and Programs:

toms441_test

prob, a Fortran90 library which contains routines to sample the dipole distribution, or to evaluate the CDF or PDF.

Reference:

1. Robert Knop,
   Algorithm 441: Random Deviates from the Dipole Distribution,
   Communications of the ACM,
   Volume 16, Number 1, January 1973, page 51.

Source Code:

• toms441.f, the source code.
• toms441.sh, commands to compile the source code.