*> \brief \b ZLARND * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * * Definition: * =========== * * COMPLEX*16 FUNCTION ZLARND( IDIST, ISEED ) * * .. Scalar Arguments .. * INTEGER IDIST * .. * .. Array Arguments .. * INTEGER ISEED( 4 ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> ZLARND returns a random complex number from a uniform or normal *> distribution. *> \endverbatim * * Arguments: * ========== * *> \param[in] IDIST *> \verbatim *> 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 *> \endverbatim *> *> \param[in,out] ISEED *> \verbatim *> 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. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup complex16_matgen * *> \par Further Details: * ===================== *> *> \verbatim *> *> 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. *> \endverbatim *> * ===================================================================== COMPLEX*16 FUNCTION ZLARND( IDIST, ISEED ) * * -- LAPACK auxiliary routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. INTEGER IDIST * .. * .. Array Arguments .. INTEGER ISEED( 4 ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE, TWO PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 ) DOUBLE PRECISION TWOPI PARAMETER ( TWOPI = 6.28318530717958647692528676655900576839D+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