14 September 2021 7:36:04.041 PM PDFLIB_TEST FORTRAN90 version Test the PDFLIB library. INITIALIZE - Note: The RNGLIB package has been initialized. I4_BINOMIAL_PDF_TEST I4_BINOMIAL_PDF reports PROB, the probability that N trials, with P probability of success result in K successes. N P K PROB 5 0.2500 0 0.237305 5 0.2500 1 0.395508 5 0.2500 2 0.263672 5 0.2500 3 0.878906E-01 5 0.2500 4 0.146484E-01 5 0.2500 5 0.976562E-03 INITIALIZE - Note: The RNGLIB package has been initialized. I4_BINOMIAL_SAMPLE_TEST I4_BINOMIAL_SAMPLE samples the binomial distribution. N P K PDF 17 0.3237 4 0.161781 19 0.3244 4 0.119698 10 0.4934 5 0.245879 7 0.2887 4 0.875263E-01 8 0.3530 5 0.831384E-01 5 0.1540 1 0.394405 17 0.5662 11 0.158130 11 0.8207 10 0.273448 6 0.3255 1 0.272660 5 0.3401 0 0.125158 INITIALIZE - Note: The RNGLIB package has been initialized. I4_UNIFORM_SAMPLE_TEST I4_UNIFORM_SAMPLE samples the uniform distribution on integers. Generate C between A and B. A B C -3 13 -1 -7 14 2 3 6 6 9 10 9 -3 -2 -3 10 15 14 -2 1 1 3 6 4 -8 8 3 -3 0 -1 INITIALIZE - Note: The RNGLIB package has been initialized. R8_CHI_SAMPLE_TEST R8_CHI_SAMPLE ( DF ) samples the Chi distribution with DF degrees of freedom. Current generator index = 2 I DF R8_CHI_SAMPLE ( DF ) 1 3.10629 6.84461 2 2.85937 2.69742 3 5.38024 4.72515 4 5.26012 4.24260 5 2.01339 2.96716 6 1.84183 1.28498 7 2.96542 1.52971 8 1.54945 0.286261E-03 9 1.23015 1.31913 10 3.68364 0.425069 INITIALIZE - Note: The RNGLIB package has been initialized. R8VEC_MULTINORMAL_PDF_TEST R8VEC_MULTINORMAL_PDF evaluates the PDF for the multinormal distribution. The covariance matrix is C. The definition uses the inverse of C; R8VEC_MULTINORMAL_PDF uses the Cholesky factor. Verify that the algorithms are equivalent. R1: Col: 1 2 3 4 5 Row --- 1 0.323711 0.324392 0.288730 0.566211 0.895177 2 0.493388 0.353007 0.820720 0.336599 3 0.153961 0.325495 0.285023 4 0.340080 0.503381 5 0.773531 C: Col: 1 2 3 4 5 Row --- 1 0.104789 0.105009 0.934649E-01 0.183289 0.289778 2 0.105009 0.348662 0.267831 0.588607 0.456462 3 0.934649E-01 0.267831 0.231683 0.503315 0.421168 4 0.183289 0.588607 0.503315 1.21578 1.04708 5 0.289778 0.456462 0.421168 1.04708 1.84762 R2: Col: 1 2 3 4 5 Row --- 1 0.323711 0.324392 0.288730 0.566211 0.895177 2 0.493388 0.353007 0.820720 0.336599 3 0.153961 0.325495 0.285023 4 0.340080 0.503381 5 0.773531 Determinant of C = 0.418435E-04 C_INV: Col: 1 2 3 4 5 Row --- 1 23.6444 -2.36974 -17.3041 7.88943 -3.64946 2 -2.36974 27.1525 -25.5779 -3.44532 1.44659 3 -17.3041 -25.5779 83.5630 -21.4414 2.13595 4 7.88943 -3.44532 -21.4414 12.3081 -2.47378 5 -3.64946 1.44659 2.13595 -2.47378 1.67126 MU: 1: 0.20830247 2: -1.1836216 3: 2.3114632 4: 0.93221792 5: -0.30229341E-01 X: 1: 0.20726776 2: -1.1718233 3: 2.3030669 4: 0.92844370 5: -0.30140030E-01 PDF1 = 1.55774 PDF2 = 1.55153 INITIALIZE - Note: The RNGLIB package has been initialized. R8PO_FA_TEST R8PO_FA computes the Cholesky factor R of a positive definite matrix A, so that A = R' * R. Start with random R1; Compute A = R1' * R1. Call R8PO_FA and see if you recover R2 = R1. R1: Col: 1 2 3 4 5 Row --- 1 0.323711 0.324392 0.288730 0.566211 0.895177 2 0.00000 0.493388 0.353007 0.820720 0.336599 3 0.00000 0.00000 0.153961 0.325495 0.285023 4 0.00000 0.00000 0.00000 0.340080 0.503381 5 0.00000 0.00000 0.00000 0.00000 0.773531 A: Col: 1 2 3 4 5 Row --- 1 0.104789 0.105009 0.934649E-01 0.183289 0.289778 2 0.105009 0.348662 0.267831 0.588607 0.456462 3 0.934649E-01 0.267831 0.231683 0.503315 0.421168 4 0.183289 0.588607 0.503315 1.21578 1.04708 5 0.289778 0.456462 0.421168 1.04708 1.84762 Frobenius difference between R1 and R2 = 0.122502E-14 PDFLIB_TEST Normal end of execution. 14 September 2021 7:36:04.042 PM