09 May 2025 9:26:11.617 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 9 0.3237 4 0.195732 19 0.3244 7 0.172249 19 0.4934 10 0.173593 2 0.2887 1 0.410730 19 0.3530 3 0.401856E-01 12 0.1540 4 0.730080E-01 19 0.5662 14 0.621720E-01 8 0.8207 6 0.275038 13 0.3255 7 0.625513E-01 8 0.3401 0 0.359693E-01 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 -4 4 -2 10 15 13 -9 -8 -9 -2 19 9 2 19 17 6 9 8 5 15 10 -10 18 14 -10 -2 -10 -7 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 1.03996 2 2.85937 12.5463 3 5.38024 5.68864 4 5.26012 7.37766 5 2.01339 3.47282 6 1.84183 1.40432 7 2.96542 2.43886 8 1.54945 0.549530 9 1.23015 0.127872E-01 10 3.68364 3.74357 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: 0.72756916 2: -1.1625046 3: 0.58145144 4: -1.8233091 5: 0.14613416 X: 1: 0.72796156 2: -1.1470796 3: 0.58389921 4: -1.8009320 5: 0.14790570 PDF1 = 1.54753 PDF2 = 1.55717 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. 09 May 2025 9:26:11.618 PM