LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
 double precision function dlarnd ( integer IDIST, integer, dimension( 4 ) ISEED )

DLARND

Purpose:
DLARND returns a random real number from a uniform or normal
distribution.
Parameters
 [in] IDIST IDIST is INTEGER Specifies the distribution of the random numbers: = 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1) [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.
Date
November 2011
Further Details:
This routine calls the auxiliary routine DLARAN 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.

Definition at line 75 of file dlarnd.f.

75 *
76 * -- LAPACK auxiliary routine (version 3.4.0) --
77 * -- LAPACK is a software package provided by Univ. of Tennessee, --
78 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
79 * November 2011
80 *
81 * .. Scalar Arguments ..
82  INTEGER idist
83 * ..
84 * .. Array Arguments ..
85  INTEGER iseed( 4 )
86 * ..
87 *
88 * =====================================================================
89 *
90 * .. Parameters ..
91  DOUBLE PRECISION one, two
92  parameter ( one = 1.0d+0, two = 2.0d+0 )
93  DOUBLE PRECISION twopi
94  parameter ( twopi = 6.2831853071795864769252867663d+0 )
95 * ..
96 * .. Local Scalars ..
97  DOUBLE PRECISION t1, t2
98 * ..
99 * .. External Functions ..
100  DOUBLE PRECISION dlaran
101  EXTERNAL dlaran
102 * ..
103 * .. Intrinsic Functions ..
104  INTRINSIC cos, log, sqrt
105 * ..
106 * .. Executable Statements ..
107 *
108 * Generate a real random number from a uniform (0,1) distribution
109 *
110  t1 = dlaran( iseed )
111 *
112  IF( idist.EQ.1 ) THEN
113 *
114 * uniform (0,1)
115 *
116  dlarnd = t1
117  ELSE IF( idist.EQ.2 ) THEN
118 *
119 * uniform (-1,1)
120 *
121  dlarnd = two*t1 - one
122  ELSE IF( idist.EQ.3 ) THEN
123 *
124 * normal (0,1)
125 *
126  t2 = dlaran( iseed )
127  dlarnd = sqrt( -two*log( t1 ) )*cos( twopi*t2 )
128  END IF
129  RETURN
130 *
131 * End of DLARND
132 *
double precision function dlarnd(IDIST, ISEED)
DLARND
Definition: dlarnd.f:75
double precision function dlaran(ISEED)
DLARAN
Definition: dlaran.f:69