1 files changed, 85 insertions, 0 deletions
diff --git a/gsl-1.9/randist/rayleigh.c b/gsl-1.9/randist/rayleigh.c
new file mode 100644
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--- /dev/null
+++ b/gsl-1.9/randist/rayleigh.c
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+/* randist/rayleigh.c
+ * 
+ * Copyright (C) 1996, 1997, 1998, 1999, 2000 James Theiler, Brian Gough
+ * 
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or (at
+ * your option) any later version.
+ * 
+ * This program is distributed in the hope that it will be useful, but
+ * WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+ * General Public License for more details.
+ * 
+ * You should have received a copy of the GNU General Public License
+ * along with this program; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
+ */
+
+#include <config.h>
+#include <math.h>
+#include <gsl/gsl_rng.h>
+#include <gsl/gsl_randist.h>
+
+/* The Rayleigh distribution has the form
+
+   p(x) dx = (x / sigma^2) exp(-x^2/(2 sigma^2)) dx
+
+   for x = 0 ... +infty */
+
+double
+gsl_ran_rayleigh (const gsl_rng * r, const double sigma)
+{
+  double u = gsl_rng_uniform_pos (r);
+
+  return sigma * sqrt(-2.0 * log (u));
+}
+
+double
+gsl_ran_rayleigh_pdf (const double x, const double sigma)
+{
+  if (x < 0)
+    {
+      return 0 ;
+    }
+  else
+    {
+      double u = x / sigma ;
+      double p = (u / sigma) * exp(-u * u / 2.0) ;
+      
+      return p;
+    }
+}
+
+/* The Rayleigh tail distribution has the form
+
+   p(x) dx = (x / sigma^2) exp((a^2 - x^2)/(2 sigma^2)) dx
+
+   for x = a ... +infty */
+
+double
+gsl_ran_rayleigh_tail (const gsl_rng * r, const double a, const double sigma)
+{
+  double u = gsl_rng_uniform_pos (r);
+
+  return sqrt(a * a - 2.0 * sigma * sigma * log (u));
+}
+
+double
+gsl_ran_rayleigh_tail_pdf (const double x, const double a, const double sigma)
+{
+  if (x < a)
+    {
+      return 0 ;
+    }
+  else
+    {
+      double u = x / sigma ;
+      double v = a / sigma ;
+
+      double p = (u / sigma) * exp((v + u) * (v - u) / 2.0) ;
+      
+      return p;
+    }
+}