/* 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 <config.h> #include <math.h> #include <gsl/gsl_math.h> #include <gsl/gsl_rng.h> #include <gsl/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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