ParaMonte Fortran 2.0.0
Parallel Monte Carlo and Machine Learning Library
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pm_ziggurat Module Reference

This module contains procedures and generic interfaces for computing the Ziggurat set for for pseudo-random number sampling. More...

Data Types

interface  getZig
 Generate and return a Ziggurat set for the specified distribution that can be subsequently used for random number generation from the distribution. More...


character(*, SK), parameter MODULE_NAME = "@pm_ziggurat"

Detailed Description

This module contains procedures and generic interfaces for computing the Ziggurat set for for pseudo-random number sampling.

The ziggurat algorithm is an algorithm for pseudo-random number sampling.
Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformly-distributed random numbers, typically from a pseudo-random number generator, as well as precomputed tables.
The algorithm is used to generate values from a monotonically decreasing probability distribution.
It can also be applied to symmetric unimodal distributions, such as the normal distribution, by choosing a value from one half of the distribution and then randomly choosing which half the value is considered to have been drawn from.
It was developed by George Marsaglia and others in the 1960s.

See also

Final Remarks

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For details on the naming abbreviations, see this page.
For details on the naming conventions, see this page.
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This software is available to the public under a highly permissive license.
Help us justify its continued development and maintenance by acknowledging its benefit to society, distributing it, and contributing to it.

Amir Shahmoradi, April 25, 2015, 2:21 PM, National Institute for Fusion Studies, The University of Texas at Austin

Variable Documentation


character(*, SK), parameter pm_ziggurat::MODULE_NAME = "@pm_ziggurat"

Definition at line 49 of file pm_ziggurat.F90.