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DOUBLE PRECISION FUNCTION DLARND( IDIST, ISEED )
*
* -- LAPACK auxiliary routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* September 30, 1994
*
* .. Scalar Arguments ..
INTEGER IDIST
* ..
* .. Array Arguments ..
INTEGER ISEED( 4 )
* ..
*
* Purpose
* =======
*
* DLARND returns a random real number 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.
*
* 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 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
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