LAPACK  3.8.0
LAPACK: Linear Algebra PACKage
clarnv.f
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1 *> \brief \b CLARNV returns a vector of random numbers from a uniform or normal distribution.
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
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13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/clarnv.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE CLARNV( IDIST, ISEED, N, X )
22 *
23 * .. Scalar Arguments ..
24 * INTEGER IDIST, N
25 * ..
26 * .. Array Arguments ..
27 * INTEGER ISEED( 4 )
28 * COMPLEX X( * )
29 * ..
30 *
31 *
32 *> \par Purpose:
33 * =============
34 *>
35 *> \verbatim
36 *>
37 *> CLARNV returns a vector of n random complex numbers from a uniform or
38 *> normal distribution.
39 *> \endverbatim
40 *
41 * Arguments:
42 * ==========
43 *
44 *> \param[in] IDIST
45 *> \verbatim
46 *> IDIST is INTEGER
47 *> Specifies the distribution of the random numbers:
48 *> = 1: real and imaginary parts each uniform (0,1)
49 *> = 2: real and imaginary parts each uniform (-1,1)
50 *> = 3: real and imaginary parts each normal (0,1)
51 *> = 4: uniformly distributed on the disc abs(z) < 1
52 *> = 5: uniformly distributed on the circle abs(z) = 1
53 *> \endverbatim
54 *>
55 *> \param[in,out] ISEED
56 *> \verbatim
57 *> ISEED is INTEGER array, dimension (4)
58 *> On entry, the seed of the random number generator; the array
59 *> elements must be between 0 and 4095, and ISEED(4) must be
60 *> odd.
61 *> On exit, the seed is updated.
62 *> \endverbatim
63 *>
64 *> \param[in] N
65 *> \verbatim
66 *> N is INTEGER
67 *> The number of random numbers to be generated.
68 *> \endverbatim
69 *>
70 *> \param[out] X
71 *> \verbatim
72 *> X is COMPLEX array, dimension (N)
73 *> The generated random numbers.
74 *> \endverbatim
75 *
76 * Authors:
77 * ========
78 *
79 *> \author Univ. of Tennessee
80 *> \author Univ. of California Berkeley
81 *> \author Univ. of Colorado Denver
82 *> \author NAG Ltd.
83 *
84 *> \date December 2016
85 *
86 *> \ingroup complexOTHERauxiliary
87 *
88 *> \par Further Details:
89 * =====================
90 *>
91 *> \verbatim
92 *>
93 *> This routine calls the auxiliary routine SLARUV to generate random
94 *> real numbers from a uniform (0,1) distribution, in batches of up to
95 *> 128 using vectorisable code. The Box-Muller method is used to
96 *> transform numbers from a uniform to a normal distribution.
97 *> \endverbatim
98 *>
99 * =====================================================================
100  SUBROUTINE clarnv( IDIST, ISEED, N, X )
101 *
102 * -- LAPACK auxiliary routine (version 3.7.0) --
103 * -- LAPACK is a software package provided by Univ. of Tennessee, --
104 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
105 * December 2016
106 *
107 * .. Scalar Arguments ..
108  INTEGER IDIST, N
109 * ..
110 * .. Array Arguments ..
111  INTEGER ISEED( 4 )
112  COMPLEX X( * )
113 * ..
114 *
115 * =====================================================================
116 *
117 * .. Parameters ..
118  REAL ZERO, ONE, TWO
119  parameter( zero = 0.0e+0, one = 1.0e+0, two = 2.0e+0 )
120  INTEGER LV
121  parameter( lv = 128 )
122  REAL TWOPI
123  parameter( twopi = 6.2831853071795864769252867663e+0 )
124 * ..
125 * .. Local Scalars ..
126  INTEGER I, IL, IV
127 * ..
128 * .. Local Arrays ..
129  REAL U( lv )
130 * ..
131 * .. Intrinsic Functions ..
132  INTRINSIC cmplx, exp, log, min, sqrt
133 * ..
134 * .. External Subroutines ..
135  EXTERNAL slaruv
136 * ..
137 * .. Executable Statements ..
138 *
139  DO 60 iv = 1, n, lv / 2
140  il = min( lv / 2, n-iv+1 )
141 *
142 * Call SLARUV to generate 2*IL real numbers from a uniform (0,1)
143 * distribution (2*IL <= LV)
144 *
145  CALL slaruv( iseed, 2*il, u )
146 *
147  IF( idist.EQ.1 ) THEN
148 *
149 * Copy generated numbers
150 *
151  DO 10 i = 1, il
152  x( iv+i-1 ) = cmplx( u( 2*i-1 ), u( 2*i ) )
153  10 CONTINUE
154  ELSE IF( idist.EQ.2 ) THEN
155 *
156 * Convert generated numbers to uniform (-1,1) distribution
157 *
158  DO 20 i = 1, il
159  x( iv+i-1 ) = cmplx( two*u( 2*i-1 )-one,
160  $ two*u( 2*i )-one )
161  20 CONTINUE
162  ELSE IF( idist.EQ.3 ) THEN
163 *
164 * Convert generated numbers to normal (0,1) distribution
165 *
166  DO 30 i = 1, il
167  x( iv+i-1 ) = sqrt( -two*log( u( 2*i-1 ) ) )*
168  $ exp( cmplx( zero, twopi*u( 2*i ) ) )
169  30 CONTINUE
170  ELSE IF( idist.EQ.4 ) THEN
171 *
172 * Convert generated numbers to complex numbers uniformly
173 * distributed on the unit disk
174 *
175  DO 40 i = 1, il
176  x( iv+i-1 ) = sqrt( u( 2*i-1 ) )*
177  $ exp( cmplx( zero, twopi*u( 2*i ) ) )
178  40 CONTINUE
179  ELSE IF( idist.EQ.5 ) THEN
180 *
181 * Convert generated numbers to complex numbers uniformly
182 * distributed on the unit circle
183 *
184  DO 50 i = 1, il
185  x( iv+i-1 ) = exp( cmplx( zero, twopi*u( 2*i ) ) )
186  50 CONTINUE
187  END IF
188  60 CONTINUE
189  RETURN
190 *
191 * End of CLARNV
192 *
193  END
subroutine clarnv(IDIST, ISEED, N, X)
CLARNV returns a vector of random numbers from a uniform or normal distribution.
Definition: clarnv.f:101
subroutine slaruv(ISEED, N, X)
SLARUV returns a vector of n random real numbers from a uniform distribution.
Definition: slaruv.f:97