◆ dlarnd()

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.

Author: Univ. of Tennessee; Univ. of California Berkeley; Univ. of Colorado Denver; NAG Ltd.

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 72 of file dlarnd.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..--
*
*     .. Scalar Arguments ..
      INTEGER            IDIST
*     ..
*     .. Array Arguments ..
      INTEGER            ISEED( 4 )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, TWO
      parameter( one = 1.0d+0, two = 2.0d+0 )
      DOUBLE PRECISION   TWOPI
      parameter( twopi = 6.28318530717958647692528676655900576839d+0 )
*     ..
*     .. Local Scalars ..
      DOUBLE PRECISION   T1, T2
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLARAN
      EXTERNAL           dlaran
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          cos, log, sqrt
*     ..
*     .. Executable Statements ..
*
*     Generate a real random number from a uniform (0,1) distribution
*
      t1 = dlaran( iseed )
*
      IF( idist.EQ.1 ) THEN
*
*        uniform (0,1)
*
         dlarnd = t1
      ELSE IF( idist.EQ.2 ) THEN
*
*        uniform (-1,1)
*
         dlarnd = two*t1 - one
      ELSE IF( idist.EQ.3 ) THEN
*
*        normal (0,1)
*
         t2 = dlaran( iseed )
         dlarnd = sqrt( -two*log( t1 ) )*cos( twopi*t2 )
      END IF
      RETURN
*
*     End of DLARND
*

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