LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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◆ slarnd()

real function slarnd ( integer  IDIST,
integer, dimension( 4 )  ISEED 
)

SLARND

Purpose:
 SLARND 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 SLARAN 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 slarnd.f.

73*
74* -- LAPACK auxiliary routine --
75* -- LAPACK is a software package provided by Univ. of Tennessee, --
76* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
77*
78* .. Scalar Arguments ..
79 INTEGER IDIST
80* ..
81* .. Array Arguments ..
82 INTEGER ISEED( 4 )
83* ..
84*
85* =====================================================================
86*
87* .. Parameters ..
88 REAL ONE, TWO
89 parameter( one = 1.0e+0, two = 2.0e+0 )
90 REAL TWOPI
91 parameter( twopi = 6.28318530717958647692528676655900576839e+0 )
92* ..
93* .. Local Scalars ..
94 REAL T1, T2
95* ..
96* .. External Functions ..
97 REAL SLARAN
98 EXTERNAL slaran
99* ..
100* .. Intrinsic Functions ..
101 INTRINSIC cos, log, sqrt
102* ..
103* .. Executable Statements ..
104*
105* Generate a real random number from a uniform (0,1) distribution
106*
107 t1 = slaran( iseed )
108*
109 IF( idist.EQ.1 ) THEN
110*
111* uniform (0,1)
112*
113 slarnd = t1
114 ELSE IF( idist.EQ.2 ) THEN
115*
116* uniform (-1,1)
117*
118 slarnd = two*t1 - one
119 ELSE IF( idist.EQ.3 ) THEN
120*
121* normal (0,1)
122*
123 t2 = slaran( iseed )
124 slarnd = sqrt( -two*log( t1 ) )*cos( twopi*t2 )
125 END IF
126 RETURN
127*
128* End of SLARND
129*
real function slaran(ISEED)
SLARAN
Definition: slaran.f:67
real function slarnd(IDIST, ISEED)
SLARND
Definition: slarnd.f:73
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