/*
 *  Mathlib : A C Library of Special Functions
 *  Copyright (C) 1998 Ross Ihaka
 *
 *  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 2 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., 675 Mass Ave, Cambridge, MA 02139, USA.
 *
 *  SYNOPSIS
 *
 *    #include "Mathlib.h"
 *    double sexp(void);
 *
 *  DESCRIPTION
 *
 *    Random variates from the standard normal distribution.
 *
 *  REFERENCE
 *
 *    Ahrens, J.H. and Dieter, U. (1972).
 *    Computer methods for sampling from the exponential and
 *    normal distributions.
 *    Comm. ACM, 15, 873-882.
 */

#include "Mathlib.h"

double sexp(void)
{
    /* q[k-1] = sum(alog(2.0)**k/k!) k=1,..,n, */
    /* The highest n (here 8) is determined by q[n-1] = 1.0 */
    /* within standard precision */
    static double q[] =
    {
	0.6931471805599453,
	0.9333736875190459,
	0.9888777961838675,
	0.9984959252914960,
	0.9998292811061389,
	0.9999833164100727,
	0.9999985691438767,
	0.9999998906925558,
	0.9999999924734159,
	0.9999999995283275,
	0.9999999999728814,
	0.9999999999985598,
	0.9999999999999289,
	0.9999999999999968,
	0.9999999999999999,
	1.0000000000000000
    };
    double a, u, ustar, umin;
    int i;

    a = 0.0;
    u = sunif();
    for (;;) {
	u = u + u;
	if (u > 1.0)
	    break;
	a = a + q[0];
    }
    u = u - 1.0;

    if (u <= q[0])
	return a + u;

    i = 0;
    ustar = sunif();
    umin = ustar;
    do {
	ustar = sunif();
	if (ustar < umin)
	    umin = ustar;
	i = i + 1;
    }
    while (u > q[i]);
    return a + umin * q[0];
}
