Random distributions

Modules
module	exponential
	Exponential random distribution The exponential probability distribution located at and mean , is given by.
module	gauss
	Normal random distribution The normal probability distribution located at and standard deviation , is given by.
module	uniform
	Uniform Random distribution Description: randist.

Data Types
interface	random_normal
	Fills a scalar or array with random numbers following a normal (gaussian) distribution. More...

Detailed Description

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Data Type Documentation

gauss::random_normal

interface gauss::random_normal

Fills a scalar or array with random numbers following a normal (gaussian) distribution.

The general signature is call random_normal([[loc,] scale,] x) where the center loc= and the scale= are optional, and x may be a scalar, vector (1D array), matrix (2D array), 3D-array, 4D-array, or 5D-array.

The following uses are all valid, except the last one

USE numfor, only: random_normal
call random_normal(x)               ! Valid. Standard normal (loc=0, scale=1)
call random_normal(scale, x)        ! Valid. loc=0
call random_normal(loc, scale, x)   ! Valid
call random_normal(loc, x)          ! INVALID
!

Example:

program test_rand_gauss
  use numfor, only: dp, zero, str, random_seed, random_normal
  implicit none
  real(dp), dimension(2, 3) :: samples
  call random_seed(0)           ! Uses default seed
  call random_normal(loc=1._dp, scale=2._dp, x=samples)
  print "(A)", str(samples)
  ! Outputs:
  ! [[ 2.579691898234, -0.3742516980564]
  !  [ 1.1897226266753, 1.4022523097265]
  !  [ 0.4435270050626, 0.8899184474152]]
end program test_rand_gauss