DOUBLE COMPLEX FUNCTION ZLARND( IDIST, ISEED ) * * -- LAPACK auxiliary routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. INTEGER IDIST * .. * .. Array Arguments .. INTEGER ISEED( 4 ) * .. * * Purpose * ======= * * ZLARND returns a random complex number from a uniform or normal * distribution. * * Arguments * ========= * * IDIST (input) INTEGER * Specifies the distribution of the random numbers: * = 1: real and imaginary parts each uniform (0,1) * = 2: real and imaginary parts each uniform (-1,1) * = 3: real and imaginary parts each normal (0,1) * = 4: uniformly distributed on the disc abs(z) <= 1 * = 5: uniformly distributed on the circle abs(z) = 1 * * ISEED (input/output) 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. * * Further Details * =============== * * This routine calls the auxiliary routine DLARAN 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. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TWO PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 ) DOUBLE PRECISION TWOPI PARAMETER ( TWOPI = 6.2831853071795864769252867663D+0 ) * .. * .. Local Scalars .. DOUBLE PRECISION T1, T2 * .. * .. External Functions .. DOUBLE PRECISION DLARAN EXTERNAL DLARAN * .. * .. Intrinsic Functions .. INTRINSIC DCMPLX, EXP, LOG, SQRT * .. * .. Executable Statements .. * * Generate a pair of real random numbers from a uniform (0,1) * distribution * T1 = DLARAN( ISEED ) T2 = DLARAN( ISEED ) * IF( IDIST.EQ.1 ) THEN * * real and imaginary parts each uniform (0,1) * ZLARND = DCMPLX( T1, T2 ) ELSE IF( IDIST.EQ.2 ) THEN * * real and imaginary parts each uniform (-1,1) * ZLARND = DCMPLX( TWO*T1-ONE, TWO*T2-ONE ) ELSE IF( IDIST.EQ.3 ) THEN * * real and imaginary parts each normal (0,1) * ZLARND = SQRT( -TWO*LOG( T1 ) )*EXP( DCMPLX( ZERO, TWOPI*T2 ) ) ELSE IF( IDIST.EQ.4 ) THEN * * uniform distribution on the unit disc abs(z) <= 1 * ZLARND = SQRT( T1 )*EXP( DCMPLX( ZERO, TWOPI*T2 ) ) ELSE IF( IDIST.EQ.5 ) THEN * * uniform distribution on the unit circle abs(z) = 1 * ZLARND = EXP( DCMPLX( ZERO, TWOPI*T2 ) ) END IF RETURN * * End of ZLARND * END