1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49
|
.TH SLARNV l "15 June 2000" "LAPACK version 3.0" ")"
.SH NAME
SLARNV - return a vector of n random real numbers from a uniform or normal distribution
.SH SYNOPSIS
.TP 19
SUBROUTINE SLARNV(
IDIST, ISEED, N, X )
.TP 19
.ti +4
INTEGER
IDIST, N
.TP 19
.ti +4
INTEGER
ISEED( 4 )
.TP 19
.ti +4
REAL
X( * )
.SH PURPOSE
SLARNV returns a vector of n random real numbers from a uniform or normal distribution.
.SH ARGUMENTS
.TP 8
IDIST (input) INTEGER
Specifies the distribution of the random numbers:
.br
= 1: uniform (0,1)
.br
= 2: uniform (-1,1)
.br
= 3: normal (0,1)
.TP 8
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.
.TP 8
N (input) INTEGER
The number of random numbers to be generated.
.TP 8
X (output) REAL array, dimension (N)
The generated random numbers.
.SH FURTHER DETAILS
This routine calls the auxiliary routine SLARUV 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.
|