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DOUBLE COMPLEX FUNCTION ZLARND( IDIST, ISEED )
*
* -- LAPACK auxiliary routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
INTEGER IDIST
* ..
* .. Array Arguments ..
INTEGER ISEED( 4 )
* ..
*
* Purpose
* =======
*
* ZLARND returns a random complex number from a uniform or normal
* distribution.
*
* Arguments
* =========
*
* IDIST (input) INTEGER
* Specifies the distribution of the random numbers:
* = 1: real and imaginary parts each uniform (0,1)
* = 2: real and imaginary parts each uniform (-1,1)
* = 3: real and imaginary parts each normal (0,1)
* = 4: uniformly distributed on the disc abs(z) <= 1
* = 5: uniformly distributed on the circle abs(z) = 1
*
* ISEED (input/output) 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.
*
* Further Details
* ===============
*
* 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.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE, TWO
PARAMETER ( ZERO = 0.0D+0, 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 DCMPLX, EXP, LOG, SQRT
* ..
* .. Executable Statements ..
*
* Generate a pair of real random numbers from a uniform (0,1)
* distribution
*
T1 = DLARAN( ISEED )
T2 = DLARAN( ISEED )
*
IF( IDIST.EQ.1 ) THEN
*
* real and imaginary parts each uniform (0,1)
*
ZLARND = DCMPLX( T1, T2 )
ELSE IF( IDIST.EQ.2 ) THEN
*
* real and imaginary parts each uniform (-1,1)
*
ZLARND = DCMPLX( TWO*T1-ONE, TWO*T2-ONE )
ELSE IF( IDIST.EQ.3 ) THEN
*
* real and imaginary parts each normal (0,1)
*
ZLARND = SQRT( -TWO*LOG( T1 ) )*EXP( DCMPLX( ZERO, TWOPI*T2 ) )
ELSE IF( IDIST.EQ.4 ) THEN
*
* uniform distribution on the unit disc abs(z) <= 1
*
ZLARND = SQRT( T1 )*EXP( DCMPLX( ZERO, TWOPI*T2 ) )
ELSE IF( IDIST.EQ.5 ) THEN
*
* uniform distribution on the unit circle abs(z) = 1
*
ZLARND = EXP( DCMPLX( ZERO, TWOPI*T2 ) )
END IF
RETURN
*
* End of ZLARND
*
END
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