dlarnv.f

Go to the documentation of this file.

*> \brief \b DLARNV returns a vector of random numbers from a uniform or normal distribution.
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*> \htmlonly
*> Download DLARNV + dependencies 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarnv.f"> 
*> [TGZ]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarnv.f"> 
*> [ZIP]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarnv.f"> 
*> [TXT]</a>
*> \endhtmlonly 
*
*  Definition:
*  ===========
*
*       SUBROUTINE DLARNV( IDIST, ISEED, N, X )
* 
*       .. Scalar Arguments ..
*       INTEGER            IDIST, N
*       ..
*       .. Array Arguments ..
*       INTEGER            ISEED( 4 )
*       DOUBLE PRECISION   X( * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DLARNV returns a vector of n random real numbers from a uniform or
*> normal distribution.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] IDIST
*> \verbatim
*>          IDIST is INTEGER
*>          Specifies the distribution of the random numbers:
*>          = 1:  uniform (0,1)
*>          = 2:  uniform (-1,1)
*>          = 3:  normal (0,1)
*> \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
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of random numbers to be generated.
*> \endverbatim
*>
*> \param[out] X
*> \verbatim
*>          X is DOUBLE PRECISION array, dimension (N)
*>          The generated random numbers.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date September 2012
*
*> \ingroup auxOTHERauxiliary
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  This routine calls the auxiliary routine DLARUV 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.
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE dlarnv( IDIST, ISEED, N, X )
*
*  -- LAPACK auxiliary routine (version 3.4.2) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     September 2012
*
*     .. Scalar Arguments ..
      INTEGER            idist, n
*     ..
*     .. Array Arguments ..
      INTEGER            iseed( 4 )
      DOUBLE PRECISION   x( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   one, two
      parameter( one = 1.0d+0, two = 2.0d+0 )
      INTEGER            lv
      parameter( lv = 128 )
      DOUBLE PRECISION   twopi
      parameter( twopi = 6.2831853071795864769252867663d+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            i, il, il2, iv
*     ..
*     .. Local Arrays ..
      DOUBLE PRECISION   u( lv )
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          cos, log, min, sqrt
*     ..
*     .. External Subroutines ..
      EXTERNAL           dlaruv
*     ..
*     .. 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 DLARUV to generate IL2 numbers from a uniform (0,1)
*        distribution (IL2 <= LV)
*
         CALL dlaruv( 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 DLARNV
*
      END