134 lines
3.1 KiB
Fortran
134 lines
3.1 KiB
Fortran
*> \brief \b SLARND
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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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* Definition:
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* ===========
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*
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* REAL FUNCTION SLARND( IDIST, ISEED )
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*
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* .. Scalar Arguments ..
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* INTEGER IDIST
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* ..
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* .. Array Arguments ..
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* INTEGER ISEED( 4 )
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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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*> SLARND returns a random real number from a uniform or normal
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*> 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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* 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 November 2011
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*
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*> \ingroup real_matgen
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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 SLARAN to generate a random
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*> real number from a uniform (0,1) distribution. The Box-Muller method
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*> is used to 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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REAL FUNCTION SLARND( IDIST, ISEED )
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*
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* -- LAPACK auxiliary routine (version 3.4.0) --
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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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* November 2011
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*
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* .. Scalar Arguments ..
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INTEGER IDIST
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* ..
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* .. Array Arguments ..
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INTEGER ISEED( 4 )
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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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REAL ONE, TWO
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PARAMETER ( ONE = 1.0E+0, TWO = 2.0E+0 )
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REAL TWOPI
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PARAMETER ( TWOPI = 6.2831853071795864769252867663E+0 )
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* ..
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* .. Local Scalars ..
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REAL T1, T2
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* ..
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* .. External Functions ..
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REAL SLARAN
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EXTERNAL SLARAN
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC COS, LOG, SQRT
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* ..
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* .. Executable Statements ..
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*
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* Generate a real random number from a uniform (0,1) distribution
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*
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T1 = SLARAN( ISEED )
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*
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IF( IDIST.EQ.1 ) THEN
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*
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* uniform (0,1)
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*
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SLARND = T1
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ELSE IF( IDIST.EQ.2 ) THEN
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*
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* uniform (-1,1)
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*
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SLARND = TWO*T1 - ONE
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ELSE IF( IDIST.EQ.3 ) THEN
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*
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* normal (0,1)
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*
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T2 = SLARAN( ISEED )
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SLARND = SQRT( -TWO*LOG( T1 ) )*COS( TWOPI*T2 )
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END IF
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RETURN
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*
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* End of SLARND
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*
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END
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