clarnd.f

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      COMPLEX FUNCTION clarnd( 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
*  =======
*
*  clarnd returns a random complex number from a uniform or normal
*  distribution.
*
*  arguments
*  =========
*
*  idist(input) 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
*
*  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               zero, one, two
      parameter( zero = 0.0e+0, 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          cmplx, exp, log, sqrt
*     ..
*     .. executable statements ..
*
*     generate a pair of real random numbers from a uniform(0,1)
*     distribution
*
      t1 = slaran( iseed )
      t2 = slaran( iseed )
*
      IF( idist.EQ.1 ) THEN
*
*        real and imaginary parts each uniform(0,1)
*
         clarnd = cmplx( t1, t2 )
      ELSE IF( idist.EQ.2 ) THEN
*
*        real and imaginary parts each uniform(-1,1)
*
         clarnd = cmplx( two*t1-one, two*t2-one )
      ELSE IF( idist.EQ.3 ) THEN
*
*        real and imaginary parts each normal(0,1)
*
         clarnd = sqrt( -two*log( t1 ) )*exp( cmplx( zero, twopi*t2 ) )
      ELSE IF( idist.EQ.4 ) THEN
*
*        uniform distribution on the unit disc abs(z) <= 1
*
         clarnd = sqrt( t1 )*exp( cmplx( zero, twopi*t2 ) )
      ELSE IF( idist.EQ.5 ) THEN
*
*        uniform distribution on the unit circle abs(z) = 1
*
         clarnd = exp( cmplx( zero, twopi*t2 ) )
      ELSE
         clarnd = cmplx(zero,zero)         
      END IF
      RETURN
*
*     End of clarnd
*
      END