slarnd()

real function slarnd	(	integer	idist,
		integer, dimension( 4 )	iseed
	)

SLARND

Purpose:

 SLARND returns a random real number from a uniform or normal
 distribution.

Parameters

[in]	IDIST	IDIST is INTEGER Specifies the distribution of the random numbers: = 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1)
[in,out]	ISEED	ISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator; the array elements must be between 0 and 4095, and ISEED(4) must be odd. On exit, the seed is updated.

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  This routine calls the auxiliary routine SLARAN to generate a random
  real number from a uniform (0,1) distribution. The Box-Muller method
  is used to transform numbers from a uniform to a normal distribution.

Definition at line 72 of file slarnd.f.

*
*  -- LAPACK auxiliary routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      INTEGER            IDIST
*     ..
*     .. Array Arguments ..
      INTEGER            ISEED( 4 )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE, TWO
      parameter( one = 1.0e+0, two = 2.0e+0 )
      REAL               TWOPI
      parameter( twopi = 6.28318530717958647692528676655900576839e+0 )
*     ..
*     .. Local Scalars ..
      REAL               T1, T2
*     ..
*     .. External Functions ..
      REAL               SLARAN
      EXTERNAL           slaran
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          cos, log, sqrt
*     ..
*     .. Executable Statements ..
*
*     Generate a real random number from a uniform (0,1) distribution
*
      t1 = slaran( iseed )
*
      IF( idist.EQ.1 ) THEN
*
*        uniform (0,1)
*
         slarnd = t1
      ELSE IF( idist.EQ.2 ) THEN
*
*        uniform (-1,1)
*
         slarnd = two*t1 - one
      ELSE IF( idist.EQ.3 ) THEN
*
*        normal (0,1)
*
         t2 = slaran( iseed )
         slarnd = sqrt( -two*log( t1 ) )*cos( twopi*t2 )
      END IF
      RETURN
*
*     End of SLARND
*

Here is the call graph for this function:

Here is the caller graph for this function: