#include "f2c.h" /* Subroutine */ int dlarnv_slu(integer *idist, integer *iseed, integer *n, doublereal *x) { /* -- LAPACK auxiliary routine (version 2.0) -- Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., Courant Institute, Argonne National Lab, and Rice University September 30, 1994 Purpose ======= DLARNV returns a vector of n random real numbers from a uniform or normal distribution. Arguments ========= IDIST (input) INTEGER Specifies the distribution of the random numbers: = 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1) 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. N (input) INTEGER The number of random numbers to be generated. X (output) DOUBLE PRECISION array, dimension (N) The generated random numbers. Further Details =============== This routine calls the auxiliary routine DLARUV to generate random real numbers from a uniform (0,1) distribution, in batches of up to 128 using vectorisable code. The Box-Muller method is used to transform numbers from a uniform to a normal distribution. ===================================================================== Parameter adjustments Function Body */ /* System generated locals */ integer i__1, i__2, i__3; /* Builtin functions */ double log(doublereal), sqrt(doublereal), cos(doublereal); /* Local variables */ static integer i; static doublereal u[128]; static integer il, iv; extern /* Subroutine */ int dlaruv_slu(integer *, integer *, doublereal *); static integer il2; #define U(I) u[(I)] #define X(I) x[(I)-1] #define ISEED(I) iseed[(I)-1] i__1 = *n; for (iv = 1; iv <= *n; iv += 64) { /* Computing MIN */ i__2 = 64, i__3 = *n - iv + 1; il = min(i__2,i__3); if (*idist == 3) { il2 = il << 1; } else { il2 = il; } /* Call DLARUV to generate IL2 numbers from a uniform (0,1) distribution (IL2 <= LV) */ dlaruv_slu(&ISEED(1), &il2, u); if (*idist == 1) { /* Copy generated numbers */ i__2 = il; for (i = 1; i <= il; ++i) { X(iv + i - 1) = U(i - 1); /* L10: */ } } else if (*idist == 2) { /* Convert generated numbers to uniform (-1,1) distribut ion */ i__2 = il; for (i = 1; i <= il; ++i) { X(iv + i - 1) = U(i - 1) * 2. - 1.; /* L20: */ } } else if (*idist == 3) { /* Convert generated numbers to normal (0,1) distributio n */ i__2 = il; for (i = 1; i <= il; ++i) { X(iv + i - 1) = sqrt(log(U((i << 1) - 2)) * -2.) * cos(U((i << 1) - 1) * 6.2831853071795864769252867663); /* L30: */ } } /* L40: */ } return 0; /* End of DLARNV */ } /* dlarnv_slu */