*> \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