Module 802 in TOMS

General Information

ALC2D: Automatic generator for bivariate log-concave distributions. Given a computable log-concave density f(x,y), its partial derivatives, and the domain of the distribution, generates random variates (X,Y) with the desired distribution. (See W. Hoermann, ACM TOMS 26 (2000) pp. 201-219).

Classification

L6b	Generate pseudo-random numbers from multivariate distributions

Type

subroutine in TOMS package

Language

C

Availability

Some uses prohibited, Portable

Precision

Double Precision

Download from NETLIB; Public access repository

Location

The University of Tennessee at Knoxville and Bell Laboratories

Contact

Jack Dongarra, ORNL (dongarra@cs.utk.edu) and Eric Grosse, Bell Labs (ehg@research.att.com)