06 October 2025 6:30:31.566 PM pdflib_test(): Fortran90 version Test pdflib(). 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 1 0.3237 0 0.676289 8 0.3244 1 0.166734 16 0.4934 5 0.720539E-01 8 0.2887 2 0.302238 9 0.3530 2 0.212896 16 0.1540 2 0.273822 5 0.5662 5 0.581959E-01 2 0.8207 2 0.673581 16 0.3255 7 0.127968 9 0.3401 4 0.210936 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 2 10 2 -1 10 5 -1 1 1 5 12 12 6 6 6 -2 20 15 10 12 12 -4 12 12 -9 -3 -5 -6 18 12 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 0.745269 2 2.85937 3.69332 3 5.38024 3.68073 4 5.26012 7.43305 5 2.01339 1.43289 6 1.84183 1.80844 7 2.96542 2.48403 8 1.54945 1.16693 9 1.23015 2.69311 10 3.68364 5.75495 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: 0.72710509 2: 0.27787316 3: -0.34886637E-01 4: -1.4038960 5: -0.16835915E-01 X: 1: 0.73880738 2: 0.27530773 3: -0.35389649E-01 4: -1.4083870 5: -0.16888454E-01 PDF1 = 1.56045 PDF2 = 1.55989 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 = 0.530270E-15 PDFLIB_TEST(): Normal end of execution. 06 October 2025 6:30:31.566 PM