Bugfix in AliPoints2Memory

[u/mrichter/AliRoot.git] / MINICERN / mathlib / gen / v / rnorml.F

*
* $Id$
*
* $Log$
* Revision 1.1.1.1  1996/04/01 15:02:55  mclareni
* Mathlib gen
*
*
#include "gen/pilot.h"
      SUBROUTINE RNORML(DEVIAS,NDEV)
C        Generator of a vector of independent Gaussian-distributed 
C        (pseudo-)random numbers, of mean zero and variance one,
C        making use of a uniform pseudo-random generator (RANMAR).
C        The algorithm for converting uniform numbers to Gaussian
C        is that of "Ratio of Uniforms with Quadratic Bounds."  The
C        method is in principle exact (apart from rounding errors),
C        and is based on the variant published by Joseph Leva in
C        ACM TOMS vol. 18(1992), page 449 for the method and 454 for
C        the Fortran algorithm (ACM No. 712).
C        It requires at least 2 and on average 2.74 uniform deviates
C        per Gaussian (normal) deviate.
C   WARNING -- The uniform generator should not produce exact zeroes,
C   since the pair (0.0, 0.5) provokes a floating point exception.
      SAVE  S, T, A, B, R1, R2
      DIMENSION U(2), DEVIAS(*)
      DATA  S, T, A, B / 0.449871, -0.386595, 0.19600, 0.25472/
      DATA  R1, R2/ 0.27597, 0.27846/
C         generate pair of uniform deviates
      DO 200 IDEV = 1, NDEV
   50 CALL RANMAR(U,2)
      V = 1.7156 * (U(2) - 0.5)
      X = U(1) - S
      Y = ABS(V) - T
      Q = X**2 + Y*(A*Y - B*X)
C           accept P if inside inner ellipse
      IF (Q .LT. R1)  GO TO 100
C           reject P if outside outer ellipse
      IF (Q .GT. R2)  GO TO 50
C           reject P if outside acceptance region
      IF (V**2 .GT. -4.0 *ALOG(U(1)) *U(1)**2)  GO TO 50
C           ratio of P's coordinates is normal deviate
  100 DEVIAT = V/U(1)
  200 DEVIAS(IDEV) = DEVIAT
      RETURN
      END