LAPACK 3.12.0 LAPACK: Linear Algebra PACKage
Searching...
No Matches
slarnv.f
Go to the documentation of this file.
1*> \brief \b SLARNV returns a vector of random numbers from a uniform or normal distribution.
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slarnv.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slarnv.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slarnv.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE SLARNV( IDIST, ISEED, N, X )
22*
23* .. Scalar Arguments ..
24* INTEGER IDIST, N
25* ..
26* .. Array Arguments ..
27* INTEGER ISEED( 4 )
28* REAL X( * )
29* ..
30*
31*
32*> \par Purpose:
33* =============
34*>
35*> \verbatim
36*>
37*> SLARNV returns a vector of n random real numbers from a uniform or
38*> normal distribution.
39*> \endverbatim
40*
41* Arguments:
42* ==========
43*
44*> \param[in] IDIST
45*> \verbatim
46*> IDIST is INTEGER
47*> Specifies the distribution of the random numbers:
48*> = 1: uniform (0,1)
49*> = 2: uniform (-1,1)
50*> = 3: normal (0,1)
51*> \endverbatim
52*>
53*> \param[in,out] ISEED
54*> \verbatim
55*> ISEED is INTEGER array, dimension (4)
56*> On entry, the seed of the random number generator; the array
57*> elements must be between 0 and 4095, and ISEED(4) must be
58*> odd.
59*> On exit, the seed is updated.
60*> \endverbatim
61*>
62*> \param[in] N
63*> \verbatim
64*> N is INTEGER
65*> The number of random numbers to be generated.
66*> \endverbatim
67*>
68*> \param[out] X
69*> \verbatim
70*> X is REAL array, dimension (N)
71*> The generated random numbers.
72*> \endverbatim
73*
74* Authors:
75* ========
76*
77*> \author Univ. of Tennessee
78*> \author Univ. of California Berkeley
79*> \author Univ. of Colorado Denver
80*> \author NAG Ltd.
81*
82*> \ingroup larnv
83*
84*> \par Further Details:
85* =====================
86*>
87*> \verbatim
88*>
89*> This routine calls the auxiliary routine SLARUV to generate random
90*> real numbers from a uniform (0,1) distribution, in batches of up to
91*> 128 using vectorisable code. The Box-Muller method is used to
92*> transform numbers from a uniform to a normal distribution.
93*> \endverbatim
94*>
95* =====================================================================
96 SUBROUTINE slarnv( IDIST, ISEED, N, X )
97*
98* -- LAPACK auxiliary routine --
99* -- LAPACK is a software package provided by Univ. of Tennessee, --
100* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
101*
102* .. Scalar Arguments ..
103 INTEGER IDIST, N
104* ..
105* .. Array Arguments ..
106 INTEGER ISEED( 4 )
107 REAL X( * )
108* ..
109*
110* =====================================================================
111*
112* .. Parameters ..
113 REAL ONE, TWO
114 parameter( one = 1.0e+0, two = 2.0e+0 )
115 INTEGER LV
116 parameter( lv = 128 )
117 REAL TWOPI
118 parameter( twopi = 6.28318530717958647692528676655900576839e+0 )
119* ..
120* .. Local Scalars ..
121 INTEGER I, IL, IL2, IV
122* ..
123* .. Local Arrays ..
124 REAL U( LV )
125* ..
126* .. Intrinsic Functions ..
127 INTRINSIC cos, log, min, sqrt
128* ..
129* .. External Subroutines ..
130 EXTERNAL slaruv
131* ..
132* .. Executable Statements ..
133*
134 DO 40 iv = 1, n, lv / 2
135 il = min( lv / 2, n-iv+1 )
136 IF( idist.EQ.3 ) THEN
137 il2 = 2*il
138 ELSE
139 il2 = il
140 END IF
141*
142* Call SLARUV to generate IL2 numbers from a uniform (0,1)
143* distribution (IL2 <= LV)
144*
145 CALL slaruv( iseed, il2, u )
146*
147 IF( idist.EQ.1 ) THEN
148*
149* Copy generated numbers
150*
151 DO 10 i = 1, il
152 x( iv+i-1 ) = u( i )
153 10 CONTINUE
154 ELSE IF( idist.EQ.2 ) THEN
155*
156* Convert generated numbers to uniform (-1,1) distribution
157*
158 DO 20 i = 1, il
159 x( iv+i-1 ) = two*u( i ) - one
160 20 CONTINUE
161 ELSE IF( idist.EQ.3 ) THEN
162*
163* Convert generated numbers to normal (0,1) distribution
164*
165 DO 30 i = 1, il
166 x( iv+i-1 ) = sqrt( -two*log( u( 2*i-1 ) ) )*
167 \$ cos( twopi*u( 2*i ) )
168 30 CONTINUE
169 END IF
170 40 CONTINUE
171 RETURN
172*
173* End of SLARNV
174*
175 END
subroutine slarnv(idist, iseed, n, x)
SLARNV returns a vector of random numbers from a uniform or normal distribution.
Definition slarnv.f:97
subroutine slaruv(iseed, n, x)
SLARUV returns a vector of n random real numbers from a uniform distribution.
Definition slaruv.f:95