zlarnv.f

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      SUBROUTINE zlarnv( IDIST, ISEED, N, X )
*
*  -- LAPACK auxiliary routine (version 3.0) --
*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
*     Courant Institute, Argonne National Lab, and Rice University
*     September 30, 1994
*
*     .. Scalar Arguments ..
      INTEGER            IDIST, N
*     ..
*     .. Array Arguments ..
      INTEGER            ISEED( 4 )
      COMPLEX*16         X( * )
*     ..
*
*  Purpose
*  =======
*
*  ZLARNV returns a vector of n random complex numbers from a uniform or
*  normal distribution.
*
*  Arguments
*  =========
*
*  IDIST   (input) INTEGER
*          Specifies the distribution of the random numbers:
*          = 1:  real and imaginary parts each uniform (0,1)
*          = 2:  real and imaginary parts each uniform (-1,1)
*          = 3:  real and imaginary parts each normal (0,1)
*          = 4:  uniformly distributed on the disc abs(z) < 1
*          = 5:  uniformly distributed on the circle abs(z) = 1
*
*  ISEED   (input/output) 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.
*
*  N       (input) INTEGER
*          The number of random numbers to be generated.
*
*  X       (output) COMPLEX*16 array, dimension (N)
*          The generated random numbers.
*
*  Further Details
*  ===============
*
*  This routine calls the auxiliary routine DLARUV to generate random
*  real numbers from a uniform (0,1) distribution, in batches of up to
*  128 using vectorisable code. The Box-Muller method is used to
*  transform numbers from a uniform to a normal distribution.
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO, ONE, TWO
      parameter( zero = 0.0d+0, one = 1.0d+0, two = 2.0d+0 )
      INTEGER            LV
      parameter( lv = 128 )
      DOUBLE PRECISION   TWOPI
      parameter( twopi = 6.2831853071795864769252867663d+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, IL, IV
*     ..
*     .. Local Arrays ..
      DOUBLE PRECISION   U( LV )
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          dcmplx, exp, log, min, sqrt
*     ..
*     .. External Subroutines ..
      EXTERNAL           dlaruv
*     ..
*     .. Executable Statements ..
*
      DO 60 iv = 1, n, lv / 2
         il = min( lv / 2, n-iv+1 )
*
*        Call DLARUV to generate 2*IL real numbers from a uniform (0,1)
*        distribution (2*IL <= LV)
*
         CALL dlaruv( iseed, 2*il, u )
*
         IF( idist.EQ.1 ) THEN
*
*           Copy generated numbers
*
            DO 10 i = 1, il
               x( iv+i-1 ) = dcmplx( u( 2*i-1 ), u( 2*i ) )
   10       CONTINUE
         ELSE IF( idist.EQ.2 ) THEN
*
*           Convert generated numbers to uniform (-1,1) distribution
*
            DO 20 i = 1, il
               x( iv+i-1 ) = dcmplx( two*u( 2*i-1 )-one,
     $                       two*u( 2*i )-one )
   20       CONTINUE
         ELSE IF( idist.EQ.3 ) THEN
*
*           Convert generated numbers to normal (0,1) distribution
*
            DO 30 i = 1, il
               x( iv+i-1 ) = sqrt( -two*log( u( 2*i-1 ) ) )*
     $                       exp( dcmplx( zero, twopi*u( 2*i ) ) )
   30       CONTINUE
         ELSE IF( idist.EQ.4 ) THEN
*
*           Convert generated numbers to complex numbers uniformly
*           distributed on the unit disk
*
            DO 40 i = 1, il
               x( iv+i-1 ) = sqrt( u( 2*i-1 ) )*
     $                       exp( dcmplx( zero, twopi*u( 2*i ) ) )
   40       CONTINUE
         ELSE IF( idist.EQ.5 ) THEN
*
*           Convert generated numbers to complex numbers uniformly
*           distributed on the unit circle
*
            DO 50 i = 1, il
               x( iv+i-1 ) = exp( dcmplx( zero, twopi*u( 2*i ) ) )
   50       CONTINUE
         END IF
   60 CONTINUE
      RETURN
*
*     End of ZLARNV
*
      END