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Functions/Subroutines | |
subroutine | clarnv (IDIST, ISEED, N, X) |
CLARNV returns a vector of random numbers from a uniform or normal distribution. |
subroutine clarnv | ( | integer | IDIST, |
integer, dimension( 4 ) | ISEED, | ||
integer | N, | ||
complex, dimension( * ) | X | ||
) |
CLARNV returns a vector of random numbers from a uniform or normal distribution.
Download CLARNV + dependencies [TGZ] [ZIP] [TXT]CLARNV returns a vector of n random complex numbers from a uniform or normal distribution.
[in] | IDIST | 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 |
[in,out] | ISEED | 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. |
[in] | N | N is INTEGER The number of random numbers to be generated. |
[out] | X | X is COMPLEX array, dimension (N) The generated random numbers. |
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.
Definition at line 100 of file clarnv.f.