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- /* randist/cauchy.c
- *
- * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 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 3 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 "gsl__config.h"
- #include <math.h>
- #include "gsl_math.h"
- #include "gsl_rng.h"
- #include "gsl_randist.h"
- /* The Cauchy probability distribution is
- p(x) dx = (1/(pi a)) (1 + (x/a)^2)^(-1) dx
- It is also known as the Lorentzian probability distribution */
- double
- gsl_ran_cauchy (const gsl_rng * r, const double a)
- {
- double u;
- do
- {
- u = gsl_rng_uniform (r);
- }
- while (u == 0.5);
- return a * tan (M_PI * u);
- }
- double
- gsl_ran_cauchy_pdf (const double x, const double a)
- {
- double u = x / a;
- double p = (1 / (M_PI * a)) / (1 + u * u);
- return p;
- }
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