179 lines
4.7 KiB
Fortran
179 lines
4.7 KiB
Fortran
*> \brief \b DLARNV returns a vector of random numbers from a uniform or normal distribution.
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download DLARNV + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlarnv.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlarnv.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlarnv.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DLARNV( IDIST, ISEED, N, X )
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*
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* .. Scalar Arguments ..
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* INTEGER IDIST, N
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* ..
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* .. Array Arguments ..
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* INTEGER ISEED( 4 )
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* DOUBLE PRECISION X( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DLARNV returns a vector of n random real numbers from a uniform or
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*> normal distribution.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] IDIST
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*> \verbatim
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*> IDIST is INTEGER
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*> Specifies the distribution of the random numbers:
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*> = 1: uniform (0,1)
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*> = 2: uniform (-1,1)
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*> = 3: normal (0,1)
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*> \endverbatim
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*>
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*> \param[in,out] ISEED
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*> \verbatim
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*> ISEED is INTEGER array, dimension (4)
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*> On entry, the seed of the random number generator; the array
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*> elements must be between 0 and 4095, and ISEED(4) must be
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*> odd.
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*> On exit, the seed is updated.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The number of random numbers to be generated.
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*> \endverbatim
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*>
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*> \param[out] X
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*> \verbatim
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*> X is DOUBLE PRECISION array, dimension (N)
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*> The generated random numbers.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date September 2012
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*
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*> \ingroup auxOTHERauxiliary
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*
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*> \par Further Details:
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* =====================
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*>
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*> \verbatim
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*>
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*> This routine calls the auxiliary routine DLARUV to generate random
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*> real numbers from a uniform (0,1) distribution, in batches of up to
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*> 128 using vectorisable code. The Box-Muller method is used to
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*> transform numbers from a uniform to a normal distribution.
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*> \endverbatim
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*>
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* =====================================================================
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SUBROUTINE DLARNV( IDIST, ISEED, N, X )
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*
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* -- LAPACK auxiliary routine (version 3.4.2) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* September 2012
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*
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* .. Scalar Arguments ..
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INTEGER IDIST, N
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* ..
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* .. Array Arguments ..
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INTEGER ISEED( 4 )
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DOUBLE PRECISION X( * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ONE, TWO
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PARAMETER ( ONE = 1.0D+0, TWO = 2.0D+0 )
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INTEGER LV
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PARAMETER ( LV = 128 )
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DOUBLE PRECISION TWOPI
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PARAMETER ( TWOPI = 6.2831853071795864769252867663D+0 )
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* ..
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* .. Local Scalars ..
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INTEGER I, IL, IL2, IV
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* ..
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* .. Local Arrays ..
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DOUBLE PRECISION U( LV )
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC COS, LOG, MIN, SQRT
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* ..
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* .. External Subroutines ..
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EXTERNAL DLARUV
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* ..
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* .. Executable Statements ..
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*
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DO 40 IV = 1, N, LV / 2
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IL = MIN( LV / 2, N-IV+1 )
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IF( IDIST.EQ.3 ) THEN
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IL2 = 2*IL
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ELSE
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IL2 = IL
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END IF
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*
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* Call DLARUV to generate IL2 numbers from a uniform (0,1)
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* distribution (IL2 <= LV)
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*
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CALL DLARUV( ISEED, IL2, U )
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*
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IF( IDIST.EQ.1 ) THEN
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*
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* Copy generated numbers
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*
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DO 10 I = 1, IL
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X( IV+I-1 ) = U( I )
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10 CONTINUE
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ELSE IF( IDIST.EQ.2 ) THEN
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*
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* Convert generated numbers to uniform (-1,1) distribution
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*
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DO 20 I = 1, IL
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X( IV+I-1 ) = TWO*U( I ) - ONE
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20 CONTINUE
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ELSE IF( IDIST.EQ.3 ) THEN
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*
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* Convert generated numbers to normal (0,1) distribution
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*
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DO 30 I = 1, IL
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X( IV+I-1 ) = SQRT( -TWO*LOG( U( 2*I-1 ) ) )*
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$ COS( TWOPI*U( 2*I ) )
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30 CONTINUE
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END IF
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40 CONTINUE
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RETURN
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*
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* End of DLARNV
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*
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END
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