Chapter 18: Random Number Generation

RNTRI

Generates pseudorandom numbers from a triangular distribution on the interval (0, 1).

Required Arguments

R — Vector of length NR containing the random triangular deviates.   (Output)

Optional Arguments

NR — Number of random numbers to generate.   (Input)
Default: NR = size (R,1).

FORTRAN 90 Interface

Generic:                              CALL RNTRI (R [,…])

Specific:                             The specific interface names are S_RNTRI and D_RNTRI.

FORTRAN 77 Interface

Single:                                CALL RNTRI (NR, R)

Double:                              The double precision name is DRNTRI.

Description

Routine RNTRI generates pseudorandom numbers from a triangular distribution over the unit interval. The probability density function is f(x) = 4x, for 0 x .5, and f (x) = 4(1 − x),
for .5 < x 1. RNTRI uses an inverse CDF technique.

Comments

The routine RNSET can be used to initialize the seed of the random number generator. The routine RNOPT can be used to select the form of the generator.

Example

In this example, RNTRI is used to generate five pseudorandom deviates from a triangular distribution.

 

      USE RNTRI_INT

      USE UMACH_INT

      USE RNSET_INT

 

      IMPLICIT   NONE

      INTEGER    ISEED, NOUT, NR

      REAL       R(5)

!

      CALL UMACH (2, NOUT)

      NR    = 5

      ISEED = 123457

      CALL RNSET (ISEED)

      CALL RNTRI (R)

      WRITE (NOUT,99999) R

99999 FORMAT ('    Triangular random deviates: ', 5F8.4)

      END

Output

 

Triangular random deviates:   0.8700  0.3610  0.6581  0.5360  0.7215



http://www.vni.com/
PHONE: 713.784.3131
FAX:713.781.9260