NAG Library Routine Document

g01ftf (inv_cdf_landau)

1
Purpose

g01ftf returns the value of the inverse Φ-1x of the Landau distribution function.

2
Specification

Fortran Interface
Function g01ftf ( x, ifail)
Real (Kind=nag_wp):: g01ftf
Integer, Intent (Inout):: ifail
Real (Kind=nag_wp), Intent (In):: x
C Header Interface
#include <nagmk26.h>
double  g01ftf_ (const double *x, Integer *ifail)

3
Description

g01ftf evaluates an approximation to the inverse Φ-1 x of the Landau distribution function given by
Ψx=Φ-1x  
(where Φλ is described in g01etf and g01mtf), using either linear or quadratic interpolation or rational approximations which mimic the asymptotic behaviour. Further details can be found in Kölbig and Schorr (1984).
It can also be used to generate Landau distributed random numbers in the range 0<x<1.

4
References

Kölbig K S and Schorr B (1984) A program package for the Landau distribution Comp. Phys. Comm. 31 97–111

5
Arguments

1:     x – Real (Kind=nag_wp)Input
On entry: the argument x of the function.
Constraint: 0.0<x<1.0.
2:     ifail – IntegerInput/Output
On entry: ifail must be set to 0, -1 or 1. If you are unfamiliar with this argument you should refer to Section 3.4 in How to Use the NAG Library and its Documentation for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value -1 or 1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this argument, the recommended value is 0. When the value -1 or 1 is used it is essential to test the value of ifail on exit.
On exit: ifail=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6
Error Indicators and Warnings

If on entry ifail=0 or -1, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
ifail=1
On entry, x=value.
Constraint: x<1.0.
On entry, x=value.
Constraint: x>0.0.
ifail=-99
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 3.9 in How to Use the NAG Library and its Documentation for further information.
ifail=-399
Your licence key may have expired or may not have been installed correctly.
See Section 3.8 in How to Use the NAG Library and its Documentation for further information.
ifail=-999
Dynamic memory allocation failed.
See Section 3.7 in How to Use the NAG Library and its Documentation for further information.

7
Accuracy

At least 5-6 significant digits are correct. Such accuracy is normally considered to be adequate for applications in large scale Monte–Carlo simulations.

8
Parallelism and Performance

g01ftf is not threaded in any implementation.

9
Further Comments

None.

10
Example

This example evaluates Φ-1x at x=0.5, and prints the results.

10.1
Program Text

Program Text (g01ftfe.f90)

10.2
Program Data

Program Data (g01ftfe.d)

10.3
Program Results

Program Results (g01ftfe.r)