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.

*
*  -- LAPACK auxiliary routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Array Arguments ..
      INTEGER            ISEED( 4 )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      INTEGER            M1, M2, M3, M4
      parameter( m1 = 494, m2 = 322, m3 = 2508, m4 = 2549 )
      DOUBLE PRECISION   ONE
      parameter( one = 1.0d+0 )
      INTEGER            IPW2
      DOUBLE PRECISION   R
      parameter( ipw2 = 4096, r = one / ipw2 )
*     ..
*     .. Local Scalars ..
      INTEGER            IT1, IT2, IT3, IT4
      DOUBLE PRECISION   RNDOUT
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          dble, mod
*     ..
*     .. Executable Statements ..
  10  CONTINUE
*
*     multiply the seed by the multiplier modulo 2**48
*
      it4 = iseed( 4 )*m4
      it3 = it4 / ipw2
      it4 = it4 - ipw2*it3
      it3 = it3 + iseed( 3 )*m4 + iseed( 4 )*m3
      it2 = it3 / ipw2
      it3 = it3 - ipw2*it2
      it2 = it2 + iseed( 2 )*m4 + iseed( 3 )*m3 + iseed( 4 )*m2
      it1 = it2 / ipw2
      it2 = it2 - ipw2*it1
      it1 = it1 + iseed( 1 )*m4 + iseed( 2 )*m3 + iseed( 3 )*m2 +
     $      iseed( 4 )*m1
      it1 = mod( it1, ipw2 )
*
*     return updated seed
*
      iseed( 1 ) = it1
      iseed( 2 ) = it2
      iseed( 3 ) = it3
      iseed( 4 ) = it4
*
*     convert 48-bit integer to a real number in the interval (0,1)
*
      rndout = r*( dble( it1 )+r*( dble( it2 )+r*( dble( it3 )+r*
     $         ( dble( it4 ) ) ) ) )
*
      IF (rndout.EQ.1.0d+0) THEN
*        If a real number has n bits of precision, and the first
*        n bits of the 48-bit integer above happen to be all 1 (which
*        will occur about once every 2**n calls), then DLARAN will
*        be rounded to exactly 1.0.
*        Since DLARAN is not supposed to return exactly 0.0 or 1.0
*        (and some callers of DLARAN, such as CLARND, depend on that),
*        the statistically correct thing to do in this situation is
*        simply to iterate again.
*        N.B. the case DLARAN = 0.0 should not be possible.
*
         GOTO 10
      END IF
*
      dlaran = rndout
      RETURN
*
*     End of DLARAN
*

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