LAPACK  3.10.0
LAPACK: Linear Algebra PACKage

◆ zlarnd()

complex*16 function zlarnd ( integer  IDIST,
integer, dimension( 4 )  ISEED 
)

ZLARND

Purpose:
 ZLARND returns a random complex number from a uniform or normal
 distribution.
Parameters
[in]IDIST
          IDIST is 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
[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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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.

Definition at line 74 of file zlarnd.f.

75 *
76 * -- LAPACK auxiliary routine --
77 * -- LAPACK is a software package provided by Univ. of Tennessee, --
78 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
79 *
80 * .. Scalar Arguments ..
81  INTEGER IDIST
82 * ..
83 * .. Array Arguments ..
84  INTEGER ISEED( 4 )
85 * ..
86 *
87 * =====================================================================
88 *
89 * .. Parameters ..
90  DOUBLE PRECISION ZERO, ONE, TWO
91  parameter( zero = 0.0d+0, one = 1.0d+0, two = 2.0d+0 )
92  DOUBLE PRECISION TWOPI
93  parameter( twopi = 6.28318530717958647692528676655900576839d+0 )
94 * ..
95 * .. Local Scalars ..
96  DOUBLE PRECISION T1, T2
97 * ..
98 * .. External Functions ..
99  DOUBLE PRECISION DLARAN
100  EXTERNAL dlaran
101 * ..
102 * .. Intrinsic Functions ..
103  INTRINSIC dcmplx, exp, log, sqrt
104 * ..
105 * .. Executable Statements ..
106 *
107 * Generate a pair of real random numbers from a uniform (0,1)
108 * distribution
109 *
110  t1 = dlaran( iseed )
111  t2 = dlaran( iseed )
112 *
113  IF( idist.EQ.1 ) THEN
114 *
115 * real and imaginary parts each uniform (0,1)
116 *
117  zlarnd = dcmplx( t1, t2 )
118  ELSE IF( idist.EQ.2 ) THEN
119 *
120 * real and imaginary parts each uniform (-1,1)
121 *
122  zlarnd = dcmplx( two*t1-one, two*t2-one )
123  ELSE IF( idist.EQ.3 ) THEN
124 *
125 * real and imaginary parts each normal (0,1)
126 *
127  zlarnd = sqrt( -two*log( t1 ) )*exp( dcmplx( zero, twopi*t2 ) )
128  ELSE IF( idist.EQ.4 ) THEN
129 *
130 * uniform distribution on the unit disc abs(z) <= 1
131 *
132  zlarnd = sqrt( t1 )*exp( dcmplx( zero, twopi*t2 ) )
133  ELSE IF( idist.EQ.5 ) THEN
134 *
135 * uniform distribution on the unit circle abs(z) = 1
136 *
137  zlarnd = exp( dcmplx( zero, twopi*t2 ) )
138  END IF
139  RETURN
140 *
141 * End of ZLARND
142 *
double precision function dlaran(ISEED)
DLARAN
Definition: dlaran.f:67
complex *16 function zlarnd(IDIST, ISEED)
ZLARND
Definition: zlarnd.f:75
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