LAPACK  3.10.1 LAPACK: Linear Algebra PACKage
slarnd.f
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1 *> \brief \b SLARND
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 * Definition:
9 * ===========
10 *
11 * REAL FUNCTION SLARND( IDIST, ISEED )
12 *
13 * .. Scalar Arguments ..
14 * INTEGER IDIST
15 * ..
16 * .. Array Arguments ..
17 * INTEGER ISEED( 4 )
18 * ..
19 *
20 *
21 *> \par Purpose:
22 * =============
23 *>
24 *> \verbatim
25 *>
26 *> SLARND returns a random real number from a uniform or normal
27 *> distribution.
28 *> \endverbatim
29 *
30 * Arguments:
31 * ==========
32 *
33 *> \param[in] IDIST
34 *> \verbatim
35 *> IDIST is INTEGER
36 *> Specifies the distribution of the random numbers:
37 *> = 1: uniform (0,1)
38 *> = 2: uniform (-1,1)
39 *> = 3: normal (0,1)
40 *> \endverbatim
41 *>
42 *> \param[in,out] ISEED
43 *> \verbatim
44 *> ISEED is INTEGER array, dimension (4)
45 *> On entry, the seed of the random number generator; the array
46 *> elements must be between 0 and 4095, and ISEED(4) must be
47 *> odd.
48 *> On exit, the seed is updated.
49 *> \endverbatim
50 *
51 * Authors:
52 * ========
53 *
54 *> \author Univ. of Tennessee
55 *> \author Univ. of California Berkeley
56 *> \author Univ. of Colorado Denver
57 *> \author NAG Ltd.
58 *
59 *> \ingroup real_matgen
60 *
61 *> \par Further Details:
62 * =====================
63 *>
64 *> \verbatim
65 *>
66 *> This routine calls the auxiliary routine SLARAN to generate a random
67 *> real number from a uniform (0,1) distribution. The Box-Muller method
68 *> is used to transform numbers from a uniform to a normal distribution.
69 *> \endverbatim
70 *>
71 * =====================================================================
72  REAL function slarnd( idist, iseed )
73 *
74 * -- LAPACK auxiliary routine --
75 * -- LAPACK is a software package provided by Univ. of Tennessee, --
76 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
77 *
78 * .. Scalar Arguments ..
79  INTEGER idist
80 * ..
81 * .. Array Arguments ..
82  INTEGER iseed( 4 )
83 * ..
84 *
85 * =====================================================================
86 *
87 * .. Parameters ..
88  REAL one, two
89  parameter( one = 1.0e+0, two = 2.0e+0 )
90  REAL twopi
91  parameter( twopi = 6.28318530717958647692528676655900576839e+0 )
92 * ..
93 * .. Local Scalars ..
94  REAL t1, t2
95 * ..
96 * .. External Functions ..
97  REAL slaran
98  EXTERNAL slaran
99 * ..
100 * .. Intrinsic Functions ..
101  INTRINSIC cos, log, sqrt
102 * ..
103 * .. Executable Statements ..
104 *
105 * Generate a real random number from a uniform (0,1) distribution
106 *
107  t1 = slaran( iseed )
108 *
109  IF( idist.EQ.1 ) THEN
110 *
111 * uniform (0,1)
112 *
113  slarnd = t1
114  ELSE IF( idist.EQ.2 ) THEN
115 *
116 * uniform (-1,1)
117 *
118  slarnd = two*t1 - one
119  ELSE IF( idist.EQ.3 ) THEN
120 *
121 * normal (0,1)
122 *
123  t2 = slaran( iseed )
124  slarnd = sqrt( -two*log( t1 ) )*cos( twopi*t2 )
125  END IF
126  RETURN
127 *
128 * End of SLARND
129 *
130  END
real function slaran(ISEED)
SLARAN
Definition: slaran.f:67
real function slarnd(IDIST, ISEED)
SLARND
Definition: slarnd.f:73