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*> \brief \b DLARAN
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* DOUBLE PRECISION FUNCTION DLARAN( ISEED )
*
* .. Array Arguments ..
* INTEGER ISEED( 4 )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLARAN returns a random real number from a uniform (0,1)
*> distribution.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \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 November 2011
*
*> \ingroup list_temp
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> This routine uses a multiplicative congruential method with modulus
*> 2**48 and multiplier 33952834046453 (see G.S.Fishman,
*> 'Multiplicative congruential random number generators with modulus
*> 2**b: an exhaustive analysis for b = 32 and a partial analysis for
*> b = 48', Math. Comp. 189, pp 331-344, 1990).
*>
*> 48-bit integers are stored in 4 integer array elements with 12 bits
*> per element. Hence the routine is portable across machines with
*> integers of 32 bits or more.
*> \endverbatim
*>
* =====================================================================
DOUBLE PRECISION FUNCTION DLARAN( ISEED )
*
* -- LAPACK auxiliary routine (version 3.4.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2011
*
* .. Array Arguments ..
INTEGER ISEED( 4 )
* ..
*
* =====================================================================
*
* .. Parameters ..
INTEGER M1, M2, M3, M4
PARAMETER ( M1 = 494, M2 = 322, M3 = 2508, M4 = 2549 )
DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D+0 )
INTEGER IPW2
DOUBLE PRECISION R
PARAMETER ( IPW2 = 4096, R = ONE / IPW2 )
* ..
* .. Local Scalars ..
INTEGER IT1, IT2, IT3, IT4
DOUBLE PRECISION RNDOUT
* ..
* .. Intrinsic Functions ..
INTRINSIC DBLE, MOD
* ..
* .. Executable Statements ..
10 CONTINUE
*
* multiply the seed by the multiplier modulo 2**48
*
IT4 = ISEED( 4 )*M4
IT3 = IT4 / IPW2
IT4 = IT4 - IPW2*IT3
IT3 = IT3 + ISEED( 3 )*M4 + ISEED( 4 )*M3
IT2 = IT3 / IPW2
IT3 = IT3 - IPW2*IT2
IT2 = IT2 + ISEED( 2 )*M4 + ISEED( 3 )*M3 + ISEED( 4 )*M2
IT1 = IT2 / IPW2
IT2 = IT2 - IPW2*IT1
IT1 = IT1 + ISEED( 1 )*M4 + ISEED( 2 )*M3 + ISEED( 3 )*M2 +
$ ISEED( 4 )*M1
IT1 = MOD( IT1, IPW2 )
*
* return updated seed
*
ISEED( 1 ) = IT1
ISEED( 2 ) = IT2
ISEED( 3 ) = IT3
ISEED( 4 ) = IT4
*
* convert 48-bit integer to a real number in the interval (0,1)
*
RNDOUT = R*( DBLE( IT1 )+R*( DBLE( IT2 )+R*( DBLE( IT3 )+R*
$ ( DBLE( IT4 ) ) ) ) )
*
IF (RNDOUT.EQ.1.0D+0) THEN
* If a real number has n bits of precision, and the first
* n bits of the 48-bit integer above happen to be all 1 (which
* will occur about once every 2**n calls), then DLARAN will
* be rounded to exactly 1.0.
* Since DLARAN is not supposed to return exactly 0.0 or 1.0
* (and some callers of DLARAN, such as CLARND, depend on that),
* the statistically correct thing to do in this situation is
* simply to iterate again.
* N.B. the case DLARAN = 0.0 should not be possible.
*
GOTO 10
END IF
*
DLARAN = RNDOUT
RETURN
*
* End of DLARAN
*
END
|
