SUBROUTINE SLARNV( IDIST, ISEED, N, X ) * * -- LAPACK auxiliary routine (version 3.2) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2006 * * .. Scalar Arguments .. INTEGER IDIST, N * .. * .. Array Arguments .. INTEGER ISEED( 4 ) REAL X( * ) * .. * * 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. * * ===================================================================== * * .. Parameters .. REAL ONE, TWO PARAMETER ( ONE = 1.0E+0, TWO = 2.0E+0 ) INTEGER LV PARAMETER ( LV = 128 ) REAL TWOPI PARAMETER ( TWOPI = 6.2831853071795864769252867663E+0 ) * .. * .. Local Scalars .. INTEGER I, IL, IL2, IV * .. * .. Local Arrays .. REAL U( LV ) * .. * .. Intrinsic Functions .. INTRINSIC COS, LOG, MIN, SQRT * .. * .. External Subroutines .. EXTERNAL SLARUV * .. * .. Executable Statements .. * DO 40 IV = 1, N, LV / 2 IL = MIN( LV / 2, N-IV+1 ) IF( IDIST.EQ.3 ) THEN IL2 = 2*IL ELSE IL2 = IL END IF * * Call SLARUV to generate IL2 numbers from a uniform (0,1) * distribution (IL2 <= LV) * CALL SLARUV( ISEED, IL2, U ) * IF( IDIST.EQ.1 ) THEN * * Copy generated numbers * DO 10 I = 1, IL X( IV+I-1 ) = U( I ) 10 CONTINUE ELSE IF( IDIST.EQ.2 ) THEN * * Convert generated numbers to uniform (-1,1) distribution * DO 20 I = 1, IL X( IV+I-1 ) = TWO*U( I ) - ONE 20 CONTINUE ELSE IF( IDIST.EQ.3 ) THEN * * Convert generated numbers to normal (0,1) distribution * DO 30 I = 1, IL X( IV+I-1 ) = SQRT( -TWO*LOG( U( 2*I-1 ) ) )* \$ COS( TWOPI*U( 2*I ) ) 30 CONTINUE END IF 40 CONTINUE RETURN * * End of SLARNV * END