#include "blaswrap.h" /* slarnv.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" /* Subroutine */ int slarnv_(integer *idist, integer *iseed, integer *n, real *x) { /* System generated locals */ integer i__1, i__2, i__3; /* Builtin functions */ double log(doublereal), sqrt(doublereal), cos(doublereal); /* Local variables */ static integer i__; static real u[128]; static integer il, iv, il2; extern /* Subroutine */ int slaruv_(integer *, integer *, real *); /* -- LAPACK auxiliary routine (version 3.1) -- Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. November 2006 Purpose ======= SLARNV returns a vector of n random real numbers from a uniform or normal distribution. Arguments ========= IDIST (input) INTEGER Specifies the distribution of the random numbers: = 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1) 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. N (input) INTEGER The number of random numbers to be generated. X (output) REAL array, dimension (N) The generated random numbers. Further Details =============== This routine calls the auxiliary routine SLARUV 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. ===================================================================== Parameter adjustments */ --x; --iseed; /* Function Body */ i__1 = *n; for (iv = 1; iv <= i__1; iv += 64) { /* Computing MIN */ i__2 = 64, i__3 = *n - iv + 1; il = min(i__2,i__3); if (*idist == 3) { il2 = il << 1; } else { il2 = il; } /* Call SLARUV to generate IL2 numbers from a uniform (0,1) distribution (IL2 <= LV) */ slaruv_(&iseed[1], &il2, u); if (*idist == 1) { /* Copy generated numbers */ i__2 = il; for (i__ = 1; i__ <= i__2; ++i__) { x[iv + i__ - 1] = u[i__ - 1]; /* L10: */ } } else if (*idist == 2) { /* Convert generated numbers to uniform (-1,1) distribution */ i__2 = il; for (i__ = 1; i__ <= i__2; ++i__) { x[iv + i__ - 1] = u[i__ - 1] * 2.f - 1.f; /* L20: */ } } else if (*idist == 3) { /* Convert generated numbers to normal (0,1) distribution */ i__2 = il; for (i__ = 1; i__ <= i__2; ++i__) { x[iv + i__ - 1] = sqrt(log(u[(i__ << 1) - 2]) * -2.f) * cos(u[ (i__ << 1) - 1] * 6.2831853071795864769252867663f); /* L30: */ } } /* L40: */ } return 0; /* End of SLARNV */ } /* slarnv_ */