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*> \brief \b DLARND
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
* Definition:
* ===========
*
* DOUBLE PRECISION FUNCTION DLARND( IDIST, ISEED )
*
* .. Scalar Arguments ..
* INTEGER IDIST
* ..
* .. Array Arguments ..
* INTEGER ISEED( 4 )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> DLARND 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 November 2011
*
*> \ingroup double_matgen
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> 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.
*> \endverbatim
*>
* =====================================================================
DOUBLE PRECISION FUNCTION DLARND( IDIST, 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
*
* .. Scalar Arguments ..
INTEGER IDIST
* ..
* .. Array Arguments ..
INTEGER ISEED( 4 )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE, TWO
PARAMETER ( 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 COS, LOG, SQRT
* ..
* .. Executable Statements ..
*
* Generate a real random number from a uniform (0,1) distribution
*
T1 = DLARAN( ISEED )
*
IF( IDIST.EQ.1 ) THEN
*
* uniform (0,1)
*
DLARND = T1
ELSE IF( IDIST.EQ.2 ) THEN
*
* uniform (-1,1)
*
DLARND = TWO*T1 - ONE
ELSE IF( IDIST.EQ.3 ) THEN
*
* normal (0,1)
*
T2 = DLARAN( ISEED )
DLARND = SQRT( -TWO*LOG( T1 ) )*COS( TWOPI*T2 )
END IF
RETURN
*
* End of DLARND
*
END
|
