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Re: Landau distribution


Hi Brian,

In Shorr's original paper on the Landau distribution he does quote the
numerical precision I mentioned before.  I'm aware that work has been
done on this since then - in particular, I know about the CERN library
(used it every day and late into the night as a grad student).  The CERN
routine (called RANLAN) uses, "Approximation by rational functions. For
reason of speed, RANLAN proceeds mainly by table look-up and quadratic
interpolation."

What I didn't know was that the CERN library has been GPL'ed.  It wasn't
always.  Here's that info:

http://wwwinfo.cern.ch/asd/cernlib/conditions.html

Therefore, I'd suggest recoding the original Fortran source into C as
the way to go.  I can look into this.  That was the tack taken by the
developers of ROOT (Rene Brun, Fons Rademakers) in their C++
implementation:

http://root.cern.ch/root/html/src/TRandom.cxx.html#TRandom:Landau

There are lots of other things in the CERN code that'd be worth mining
for use in GSL.

Dave

-- 
David Morrison  Brookhaven National Laboratory  phone: 631-344-5840
                Physics Department, Bldg 510 C    fax: 631-344-3253
		          Upton, NY 11973-5000  email: dave@bnl.gov


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