LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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◆ dlaran()

double precision function dlaran ( integer, dimension( 4 )  ISEED)

DLARAN

Purpose:
 DLARAN returns a random real number from a uniform (0,1)
 distribution.
Parameters
[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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
  This routine uses a multiplicative congruential method with modulus
  2**48 and multiplier 33952834046453 (see G.S.Fishman,
  'Multiplicative congruential random number generators with modulus
  2**b: an exhaustive analysis for b = 32 and a partial analysis for
  b = 48', Math. Comp. 189, pp 331-344, 1990).

  48-bit integers are stored in 4 integer array elements with 12 bits
  per element. Hence the routine is portable across machines with
  integers of 32 bits or more.

Definition at line 66 of file dlaran.f.

67*
68* -- LAPACK auxiliary routine --
69* -- LAPACK is a software package provided by Univ. of Tennessee, --
70* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
71*
72* .. Array Arguments ..
73 INTEGER ISEED( 4 )
74* ..
75*
76* =====================================================================
77*
78* .. Parameters ..
79 INTEGER M1, M2, M3, M4
80 parameter( m1 = 494, m2 = 322, m3 = 2508, m4 = 2549 )
81 DOUBLE PRECISION ONE
82 parameter( one = 1.0d+0 )
83 INTEGER IPW2
84 DOUBLE PRECISION R
85 parameter( ipw2 = 4096, r = one / ipw2 )
86* ..
87* .. Local Scalars ..
88 INTEGER IT1, IT2, IT3, IT4
89 DOUBLE PRECISION RNDOUT
90* ..
91* .. Intrinsic Functions ..
92 INTRINSIC dble, mod
93* ..
94* .. Executable Statements ..
95 10 CONTINUE
96*
97* multiply the seed by the multiplier modulo 2**48
98*
99 it4 = iseed( 4 )*m4
100 it3 = it4 / ipw2
101 it4 = it4 - ipw2*it3
102 it3 = it3 + iseed( 3 )*m4 + iseed( 4 )*m3
103 it2 = it3 / ipw2
104 it3 = it3 - ipw2*it2
105 it2 = it2 + iseed( 2 )*m4 + iseed( 3 )*m3 + iseed( 4 )*m2
106 it1 = it2 / ipw2
107 it2 = it2 - ipw2*it1
108 it1 = it1 + iseed( 1 )*m4 + iseed( 2 )*m3 + iseed( 3 )*m2 +
109 $ iseed( 4 )*m1
110 it1 = mod( it1, ipw2 )
111*
112* return updated seed
113*
114 iseed( 1 ) = it1
115 iseed( 2 ) = it2
116 iseed( 3 ) = it3
117 iseed( 4 ) = it4
118*
119* convert 48-bit integer to a real number in the interval (0,1)
120*
121 rndout = r*( dble( it1 )+r*( dble( it2 )+r*( dble( it3 )+r*
122 $ ( dble( it4 ) ) ) ) )
123*
124 IF (rndout.EQ.1.0d+0) THEN
125* If a real number has n bits of precision, and the first
126* n bits of the 48-bit integer above happen to be all 1 (which
127* will occur about once every 2**n calls), then DLARAN will
128* be rounded to exactly 1.0.
129* Since DLARAN is not supposed to return exactly 0.0 or 1.0
130* (and some callers of DLARAN, such as CLARND, depend on that),
131* the statistically correct thing to do in this situation is
132* simply to iterate again.
133* N.B. the case DLARAN = 0.0 should not be possible.
134*
135 GOTO 10
136 END IF
137*
138 dlaran = rndout
139 RETURN
140*
141* End of DLARAN
142*
double precision function dlaran(ISEED)
DLARAN
Definition: dlaran.f:67
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