The function may be called by the names: g01ftc, nag_stat_inv_cdf_landau or nag_deviates_landau.
g01ftc evaluates an approximation to the inverse of the Landau distribution function given by
(where is described in g01etcandg01mtc), 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 .
Kölbig K S and Schorr B (1984) A program package for the Landau distribution Comp. Phys. Comm.31 97–111
1: – doubleInput
On entry: the argument of the function.
2: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
On entry, .
On entry, .
At least significant digits are correct. Such accuracy is normally considered to be adequate for applications in large scale Monte Carlo simulations.
8Parallelism and Performance
g01ftc is not threaded in any implementation.
This example evaluates at , and prints the results.