REAL FUNCTION SLARND( 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 * ======= * * SLARND returns a random real number 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. * * Further Details * =============== * * This routine calls the auxiliary routine SLARAN 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 .. REAL ONE, TWO PARAMETER ( ONE = 1.0E+0, TWO = 2.0E+0 ) REAL TWOPI PARAMETER ( TWOPI = 6.2831853071795864769252867663E+0 ) * .. * .. Local Scalars .. REAL T1, T2 * .. * .. External Functions .. REAL SLARAN EXTERNAL SLARAN * .. * .. Intrinsic Functions .. INTRINSIC COS, LOG, SQRT * .. * .. Executable Statements .. * * Generate a real random number from a uniform (0,1) distribution * T1 = SLARAN( ISEED ) * IF( IDIST.EQ.1 ) THEN * * uniform (0,1) * SLARND = T1 ELSE IF( IDIST.EQ.2 ) THEN * * uniform (-1,1) * SLARND = TWO*T1 - ONE ELSE IF( IDIST.EQ.3 ) THEN * * normal (0,1) * T2 = SLARAN( ISEED ) SLARND = SQRT( -TWO*LOG( T1 ) )*COS( TWOPI*T2 ) END IF RETURN * * End of SLARND * END