 LAPACK  3.10.0 LAPACK: Linear Algebra PACKage

◆ dlarnv()

 subroutine dlarnv ( integer IDIST, integer, dimension( 4 ) ISEED, integer N, double precision, dimension( * ) X )

DLARNV returns a vector of random numbers from a uniform or normal distribution.

Purpose:
DLARNV returns a vector of n random real numbers 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. [in] N N is INTEGER The number of random numbers to be generated. [out] X X is DOUBLE PRECISION array, dimension (N) The generated random numbers.
Further Details:
This routine calls the auxiliary routine DLARUV to generate random
real numbers from a uniform (0,1) distribution, in batches of up to
128 using vectorisable code. The Box-Muller method is used to
transform numbers from a uniform to a normal distribution.

Definition at line 96 of file dlarnv.f.

97 *
98 * -- LAPACK auxiliary routine --
99 * -- LAPACK is a software package provided by Univ. of Tennessee, --
100 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
101 *
102 * .. Scalar Arguments ..
103  INTEGER IDIST, N
104 * ..
105 * .. Array Arguments ..
106  INTEGER ISEED( 4 )
107  DOUBLE PRECISION X( * )
108 * ..
109 *
110 * =====================================================================
111 *
112 * .. Parameters ..
113  DOUBLE PRECISION ONE, TWO
114  parameter( one = 1.0d+0, two = 2.0d+0 )
115  INTEGER LV
116  parameter( lv = 128 )
117  DOUBLE PRECISION TWOPI
118  parameter( twopi = 6.28318530717958647692528676655900576839d+0 )
119 * ..
120 * .. Local Scalars ..
121  INTEGER I, IL, IL2, IV
122 * ..
123 * .. Local Arrays ..
124  DOUBLE PRECISION U( LV )
125 * ..
126 * .. Intrinsic Functions ..
127  INTRINSIC cos, log, min, sqrt
128 * ..
129 * .. External Subroutines ..
130  EXTERNAL dlaruv
131 * ..
132 * .. Executable Statements ..
133 *
134  DO 40 iv = 1, n, lv / 2
135  il = min( lv / 2, n-iv+1 )
136  IF( idist.EQ.3 ) THEN
137  il2 = 2*il
138  ELSE
139  il2 = il
140  END IF
141 *
142 * Call DLARUV to generate IL2 numbers from a uniform (0,1)
143 * distribution (IL2 <= LV)
144 *
145  CALL dlaruv( iseed, il2, 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 ) = u( 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 ) = two*u( i ) - one
160  20 CONTINUE
161  ELSE IF( idist.EQ.3 ) THEN
162 *
163 * Convert generated numbers to normal (0,1) distribution
164 *
165  DO 30 i = 1, il
166  x( iv+i-1 ) = sqrt( -two*log( u( 2*i-1 ) ) )*
167  \$ cos( twopi*u( 2*i ) )
168  30 CONTINUE
169  END IF
170  40 CONTINUE
171  RETURN
172 *
173 * End of DLARNV
174 *
subroutine dlaruv(ISEED, N, X)
DLARUV returns a vector of n random real numbers from a uniform distribution.
Definition: dlaruv.f:95
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