134 lines
3.1 KiB
Fortran
134 lines
3.1 KiB
Fortran
*> \brief \b SLARND
|
|
*
|
|
* =========== DOCUMENTATION ===========
|
|
*
|
|
* Online html documentation available at
|
|
* http://www.netlib.org/lapack/explore-html/
|
|
*
|
|
* Definition:
|
|
* ===========
|
|
*
|
|
* REAL FUNCTION SLARND( IDIST, ISEED )
|
|
*
|
|
* .. Scalar Arguments ..
|
|
* INTEGER IDIST
|
|
* ..
|
|
* .. Array Arguments ..
|
|
* INTEGER ISEED( 4 )
|
|
* ..
|
|
*
|
|
*
|
|
*> \par Purpose:
|
|
* =============
|
|
*>
|
|
*> \verbatim
|
|
*>
|
|
*> SLARND returns a random real number from a uniform or normal
|
|
*> distribution.
|
|
*> \endverbatim
|
|
*
|
|
* Arguments:
|
|
* ==========
|
|
*
|
|
*> \param[in] IDIST
|
|
*> \verbatim
|
|
*> IDIST is INTEGER
|
|
*> Specifies the distribution of the random numbers:
|
|
*> = 1: uniform (0,1)
|
|
*> = 2: uniform (-1,1)
|
|
*> = 3: normal (0,1)
|
|
*> \endverbatim
|
|
*>
|
|
*> \param[in,out] ISEED
|
|
*> \verbatim
|
|
*> 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.
|
|
*> \endverbatim
|
|
*
|
|
* Authors:
|
|
* ========
|
|
*
|
|
*> \author Univ. of Tennessee
|
|
*> \author Univ. of California Berkeley
|
|
*> \author Univ. of Colorado Denver
|
|
*> \author NAG Ltd.
|
|
*
|
|
*> \date December 2016
|
|
*
|
|
*> \ingroup real_matgen
|
|
*
|
|
*> \par Further Details:
|
|
* =====================
|
|
*>
|
|
*> \verbatim
|
|
*>
|
|
*> 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.
|
|
*> \endverbatim
|
|
*>
|
|
* =====================================================================
|
|
REAL FUNCTION SLARND( IDIST, ISEED )
|
|
*
|
|
* -- LAPACK auxiliary routine (version 3.7.0) --
|
|
* -- LAPACK is a software package provided by Univ. of Tennessee, --
|
|
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
|
|
* December 2016
|
|
*
|
|
* .. Scalar Arguments ..
|
|
INTEGER IDIST
|
|
* ..
|
|
* .. Array Arguments ..
|
|
INTEGER ISEED( 4 )
|
|
* ..
|
|
*
|
|
* =====================================================================
|
|
*
|
|
* .. Parameters ..
|
|
REAL ONE, TWO
|
|
PARAMETER ( ONE = 1.0E+0, TWO = 2.0E+0 )
|
|
REAL TWOPI
|
|
PARAMETER ( TWOPI = 6.2831853071795864769252867663E+0 )
|
|
* ..
|
|
* .. Local Scalars ..
|
|
REAL T1, T2
|
|
* ..
|
|
* .. External Functions ..
|
|
REAL SLARAN
|
|
EXTERNAL SLARAN
|
|
* ..
|
|
* .. Intrinsic Functions ..
|
|
INTRINSIC COS, LOG, SQRT
|
|
* ..
|
|
* .. Executable Statements ..
|
|
*
|
|
* Generate a real random number from a uniform (0,1) distribution
|
|
*
|
|
T1 = SLARAN( ISEED )
|
|
*
|
|
IF( IDIST.EQ.1 ) THEN
|
|
*
|
|
* uniform (0,1)
|
|
*
|
|
SLARND = T1
|
|
ELSE IF( IDIST.EQ.2 ) THEN
|
|
*
|
|
* uniform (-1,1)
|
|
*
|
|
SLARND = TWO*T1 - ONE
|
|
ELSE IF( IDIST.EQ.3 ) THEN
|
|
*
|
|
* normal (0,1)
|
|
*
|
|
T2 = SLARAN( ISEED )
|
|
SLARND = SQRT( -TWO*LOG( T1 ) )*COS( TWOPI*T2 )
|
|
END IF
|
|
RETURN
|
|
*
|
|
* End of SLARND
|
|
*
|
|
END
|