zlarnd.f

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      DOUBLE COMPLEX   FUNCTION zlarnd( IDIST, ISEED )
*
*  -- LAPACK auxiliary routine (version 3.1) --
*     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
*     November 2006
*
*     .. Scalar Arguments ..
      INTEGER            idist
*     ..
*     .. Array Arguments ..
      INTEGER            iseed( 4 )
*     ..
*
*  Purpose
*  =======
*
*  ZLARND returns a random complex number 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.
*
*  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.
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   zero, one, two
      parameter( zero = 0.0d+0, one = 1.0d+0, two = 2.0d+0 )
      DOUBLE PRECISION   twopi
      parameter( twopi = 6.2831853071795864769252867663d+0 )
*     ..
*     .. Local Scalars ..
      DOUBLE PRECISION   t1, t2
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   dlaran
      EXTERNAL           dlaran
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          dcmplx, exp, log, sqrt
*     ..
*     .. Executable Statements ..
*
*     Generate a pair of real random numbers from a uniform (0,1)
*     distribution
*
      t1 = dlaran( iseed )
      t2 = dlaran( iseed )
*
      IF( idist.EQ.1 ) THEN
*
*        real and imaginary parts each uniform (0,1)
*
         zlarnd = dcmplx( t1, t2 )
      ELSE IF( idist.EQ.2 ) THEN
*
*        real and imaginary parts each uniform (-1,1)
*
         zlarnd = dcmplx( two*t1-one, two*t2-one )
      ELSE IF( idist.EQ.3 ) THEN
*
*        real and imaginary parts each normal (0,1)
*
         zlarnd = sqrt( -two*log( t1 ) )*exp( dcmplx( zero, twopi*t2 ) )
      ELSE IF( idist.EQ.4 ) THEN
*
*        uniform distribution on the unit disc abs(z) <= 1
*
         zlarnd = sqrt( t1 )*exp( dcmplx( zero, twopi*t2 ) )
      ELSE IF( idist.EQ.5 ) THEN
*
*        uniform distribution on the unit circle abs(z) = 1
*
         zlarnd = exp( dcmplx( zero, twopi*t2 ) )
      ELSE
         zlarnd = dcmplx(zero,zero)
      END IF
      RETURN
*
*     End of ZLARND
*
      DOUBLE COMPLEX   FUNCTION zlarnd( IDIST, ISEED ) …
      END